+25.0%
FLEX vs W
+21.5%
+3.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +11.0% | -23.3% | -15.3% |
| 7D | -17.0% | +8.4% | -25.3% | -19.2% |
| 30D | -33.8% | +16.5% | -50.4% | -37.1% |
| 3M | -39.0% | +6.4% | -45.5% | -40.6% |
| 6M | -15.9% | +90.5% | -106.4% | -35.5% |
| YTD | +27.8% | +23.1% | +4.8% | +13.3% |
| 1Y | +25.0% | +24.3% | +0.7% | +10.9% |
| All | +25.0% | +21.5% | +3.5% | +10.9% |
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