+1,086.7%
FLEX vs GWW
+553.5%
+533.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +6.4% | -0.5% | +6.8% | +6.5% |
| 30D | -5.9% | -1.4% | -4.4% | -5.3% |
| 3M | -23.5% | -3.6% | -19.8% | -22.4% |
| 6M | +83.7% | +15.1% | +68.6% | +70.6% |
| YTD | +86.5% | +27.5% | +59.0% | +63.8% |
| 1Y | +100.5% | +29.6% | +70.9% | +74.3% |
| 3Y | +469.8% | +90.1% | +379.8% | +305.7% |
| 5Y | +725.7% | +222.6% | +503.0% | +347.5% |
| 10Y | +1,086.7% | +566.5% | +520.2% | +419.2% |
| All | +1,086.7% | +553.5% | +533.2% | +419.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling