+565.2%
FLEX vs W
+238.4%
+326.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.9% |
| 7D | -19.3% | -3.6% | -15.7% | -19.0% |
| 30D | -41.5% | +7.0% | -48.5% | -42.5% |
| 3M | -43.1% | +7.4% | -50.5% | -44.3% |
| 6M | -48.2% | +69.3% | -117.5% | -54.4% |
| YTD | +15.5% | +11.3% | +4.2% | +10.0% |
| 1Y | +10.2% | +13.2% | -3.0% | +4.2% |
| 3Y | +256.8% | +142.0% | +114.8% | +170.9% |
| 5Y | +408.2% | -54.6% | +462.8% | +358.7% |
| All | +565.2% | +238.4% | +326.8% | +257.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling