+424.8%
FLEX vs WAT
+28.6%
+396.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +7.5% | +0.6% | +6.9% | +7.3% |
| 30D | -25.3% | +5.4% | -30.7% | -26.4% |
| 3M | -39.7% | +11.3% | -51.0% | -42.0% |
| 6M | -47.9% | +37.4% | -85.3% | -53.8% |
| YTD | +24.1% | +21.2% | +2.9% | +13.8% |
| 1Y | +26.0% | +21.3% | +4.6% | +15.4% |
| 3Y | +282.7% | +83.4% | +199.3% | +175.7% |
| All | +424.8% | +28.6% | +396.2% | +325.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling