+1,060.6%
FLEX vs WAB
+283.1%
+777.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.0% |
| 7D | +7.0% | +1.7% | +5.3% | +5.8% |
| 30D | -5.8% | -2.4% | -3.4% | -4.1% |
| 3M | -24.2% | +9.7% | -33.9% | -28.6% |
| 6M | +90.8% | +16.5% | +74.3% | +74.5% |
| YTD | +89.2% | +33.7% | +55.5% | +58.3% |
| 1Y | +104.7% | +49.7% | +55.0% | +59.4% |
| 3Y | +478.1% | +170.9% | +307.2% | +214.6% |
| 5Y | +726.2% | +228.0% | +498.1% | +298.0% |
| 10Y | +1,060.6% | +284.8% | +775.8% | +343.2% |
| All | +1,060.6% | +283.1% | +777.5% | +343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling