+449.4%
FLEX vs WAB
+162.1%
+287.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | -0.9% | -3.2% | +2.3% | +2.0% |
| 30D | -10.1% | -4.4% | -5.7% | -6.3% |
| 3M | -31.3% | +7.9% | -39.2% | -35.7% |
| 6M | +71.3% | +8.7% | +62.6% | +60.4% |
| YTD | +81.2% | +33.0% | +48.3% | +43.9% |
| 1Y | +98.5% | +46.7% | +51.8% | +45.4% |
| All | +449.4% | +162.1% | +287.3% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling