+98.5%
FLEX vs W
+25.7%
+72.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.8% |
| 7D | -0.9% | -4.2% | +3.3% | +0.2% |
| 30D | -10.1% | -7.6% | -2.6% | -8.4% |
| 3M | -31.3% | +37.2% | -68.5% | -38.9% |
| 6M | +71.3% | +26.3% | +44.9% | +53.5% |
| YTD | +81.2% | -1.0% | +82.2% | +71.3% |
| 1Y | +98.5% | +20.1% | +78.4% | +80.8% |
| All | +98.5% | +25.7% | +72.8% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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