+7,917.6%
FLEX vs BWA
+2,579.8%
+5,337.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | -0.1% |
| 7D | -0.9% | +5.7% | -6.6% | -4.0% |
| 30D | -10.1% | +1.4% | -11.6% | -10.9% |
| 3M | -31.3% | -12.1% | -19.3% | -26.0% |
| 6M | +71.3% | +28.6% | +42.7% | +50.2% |
| YTD | +81.2% | +51.1% | +30.2% | +41.1% |
| 1Y | +98.5% | +55.9% | +42.6% | +50.9% |
| 3Y | +428.2% | +70.1% | +358.1% | +269.5% |
| 5Y | +657.3% | +90.7% | +566.6% | +382.6% |
| 10Y | +995.9% | +154.0% | +842.0% | +450.9% |
| All | +7,917.6% | +2,579.8% | +5,337.9% | +849.8% |
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