+25.0%
FLEX vs WAB
+46.5%
-21.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.1% | -13.4% | -13.6% |
| 7D | -17.0% | +4.5% | -21.5% | -21.2% |
| 30D | -33.8% | +1.1% | -34.9% | -34.5% |
| 3M | -39.0% | -1.3% | -37.8% | -38.0% |
| 6M | -15.9% | +12.7% | -28.6% | -25.0% |
| YTD | +27.8% | +38.7% | -10.8% | -7.0% |
| 1Y | +25.0% | +44.9% | -20.0% | -14.7% |
| All | +25.0% | +46.5% | -21.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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