+3,580.9%
FLEX vs WAB
+4,103.0%
-522.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.7% | +3.7% |
| 7D | -19.3% | +1.4% | -20.7% | -19.7% |
| 30D | -41.5% | +0.4% | -41.9% | -41.3% |
| 3M | -43.1% | -3.8% | -39.3% | -41.6% |
| 6M | -48.2% | +5.1% | -53.3% | -48.9% |
| YTD | +15.5% | +33.3% | -17.8% | +2.1% |
| 1Y | +10.2% | +39.8% | -29.6% | -4.6% |
| 3Y | +256.8% | +161.1% | +95.8% | +132.6% |
| 5Y | +408.2% | +209.5% | +198.8% | +206.0% |
| 10Y | +580.9% | +293.8% | +287.0% | +250.3% |
| All | +3,580.9% | +4,103.0% | -522.1% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling