+25.0%
FLEX vs GWW
+55.5%
-30.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.9% | -14.6% |
| 7D | -17.0% | +11.1% | -28.1% | -20.8% |
| 30D | -33.8% | +15.7% | -49.6% | -38.4% |
| 3M | -39.0% | +14.8% | -53.8% | -43.1% |
| 6M | -15.9% | +30.9% | -46.8% | -29.8% |
| YTD | +27.8% | +48.5% | -20.6% | +0.6% |
| 1Y | +25.0% | +57.1% | -32.1% | -5.1% |
| All | +25.0% | +55.5% | -30.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling