+104.7%
FLEX vs WAT
+32.5%
+72.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | +7.0% | -0.7% | +7.7% | +7.1% |
| 30D | -5.8% | -1.0% | -4.8% | -5.6% |
| 3M | -24.2% | +10.9% | -35.1% | -26.1% |
| 6M | +90.8% | +33.2% | +57.6% | +79.8% |
| YTD | +89.2% | +6.1% | +83.1% | +79.1% |
| 1Y | +104.7% | +30.2% | +74.5% | +94.8% |
| All | +104.7% | +32.5% | +72.2% | +94.8% |
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