+98.5%
FLEX vs WAT
+41.4%
+57.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -10.1% | +2.3% | -12.5% | -10.7% |
| 3M | -31.3% | +8.7% | -40.1% | -32.8% |
| 6M | +71.3% | +28.3% | +43.0% | +61.1% |
| YTD | +81.2% | +7.8% | +73.5% | +71.0% |
| 1Y | +98.5% | +36.6% | +61.9% | +87.2% |
| All | +98.5% | +41.4% | +57.1% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling