+1,354.7%
FLEX vs W
+176.2%
+1,178.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.0% |
| 7D | -0.9% | -4.2% | +3.3% | -0.1% |
| 30D | -10.1% | -7.6% | -2.6% | -9.0% |
| 3M | -31.3% | +37.2% | -68.5% | -35.9% |
| 6M | +71.3% | +26.3% | +44.9% | +61.8% |
| YTD | +81.2% | -1.0% | +82.2% | +78.2% |
| 1Y | +98.5% | +20.1% | +78.4% | +86.6% |
| 3Y | +428.2% | +37.8% | +390.5% | +353.5% |
| 5Y | +657.3% | -63.7% | +720.9% | +611.6% |
| 10Y | +995.9% | +156.3% | +839.6% | +591.6% |
| All | +1,354.7% | +176.2% | +1,178.5% | +821.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling