+663.2%
FLEX vs WAB
+222.7%
+440.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | -0.9% | -3.2% | +2.3% | +1.8% |
| 30D | -10.1% | -4.4% | -5.7% | -6.6% |
| 3M | -31.3% | +7.9% | -39.2% | -35.4% |
| 6M | +71.3% | +8.7% | +62.6% | +61.4% |
| YTD | +81.2% | +33.0% | +48.3% | +45.9% |
| 1Y | +98.5% | +46.7% | +51.8% | +48.0% |
| 3Y | +428.2% | +153.0% | +275.3% | +164.9% |
| All | +663.2% | +222.7% | +440.5% | +203.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling