+640.4%
FLEX vs WAB
+305.5%
+335.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.1% | +6.9% | +8.5% |
| 7D | -7.2% | +4.0% | -11.1% | -9.1% |
| 30D | -34.8% | +4.5% | -39.2% | -36.1% |
| 3M | -35.6% | +2.3% | -37.9% | -35.9% |
| 6M | -45.0% | +12.5% | -57.5% | -48.5% |
| YTD | +29.4% | +40.2% | -10.8% | +5.7% |
| 1Y | +24.8% | +45.2% | -20.4% | -0.2% |
| 3Y | +304.4% | +171.8% | +132.6% | +120.6% |
| 5Y | +484.1% | +217.6% | +266.5% | +187.0% |
| 10Y | +640.4% | +285.3% | +355.1% | +181.1% |
| All | +640.4% | +305.5% | +335.0% | +181.1% |
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