+4,023.5%
FLEX vs WAB
+4,319.4%
-295.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.1% | +6.9% | +9.5% |
| 7D | -7.2% | +4.0% | -11.1% | -8.5% |
| 30D | -34.8% | +4.5% | -39.2% | -35.7% |
| 3M | -35.6% | +2.3% | -37.9% | -35.7% |
| 6M | -45.0% | +12.5% | -57.5% | -47.5% |
| YTD | +29.4% | +40.2% | -10.8% | +11.9% |
| 1Y | +24.8% | +45.2% | -20.4% | +6.2% |
| 3Y | +304.4% | +171.8% | +132.6% | +158.9% |
| 5Y | +484.1% | +217.6% | +266.5% | +247.7% |
| 10Y | +640.4% | +285.3% | +355.1% | +284.2% |
| All | +4,023.5% | +4,319.4% | -295.9% | +790.9% |
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