+5,008.5%
FLEX vs BWA
+1,836.6%
+3,171.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.0% |
| 7D | -19.3% | -5.5% | -13.9% | -16.2% |
| 30D | -41.5% | -21.7% | -19.8% | -32.0% |
| 3M | -43.1% | -25.6% | -17.5% | -32.1% |
| 6M | -48.2% | -17.4% | -30.8% | -41.5% |
| YTD | +15.5% | +9.2% | +6.3% | +9.2% |
| 1Y | +10.2% | +9.7% | +0.5% | +3.7% |
| 3Y | +256.8% | +54.6% | +202.2% | +168.0% |
| 5Y | +408.2% | +26.8% | +381.4% | +313.7% |
| 10Y | +580.8% | +89.0% | +491.8% | +310.2% |
| All | +5,008.5% | +1,836.6% | +3,171.9% | +635.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling