+452.1%
FLEX vs W
-53.1%
+505.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.4% |
| 7D | +2.2% | -7.4% | +9.6% | +4.0% |
| 30D | -32.6% | +7.8% | -40.5% | -33.8% |
| 3M | -35.5% | +10.9% | -46.4% | -37.1% |
| 6M | -45.6% | +86.4% | -132.0% | -52.8% |
| YTD | +30.7% | +14.0% | +16.7% | +24.0% |
| 1Y | +28.4% | +3.5% | +24.8% | +23.5% |
| 3Y | +301.7% | +164.8% | +136.9% | +204.8% |
| All | +452.1% | -53.1% | +505.2% | +342.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling