+663.2%
FLEX vs WAT
-3.2%
+666.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -10.1% | +2.3% | -12.5% | -11.0% |
| 3M | -31.3% | +8.7% | -40.1% | -33.5% |
| 6M | +71.3% | +28.3% | +43.0% | +55.0% |
| YTD | +81.2% | +7.8% | +73.5% | +73.4% |
| 1Y | +98.5% | +36.6% | +61.9% | +71.7% |
| 3Y | +428.2% | +45.7% | +382.6% | +322.0% |
| All | +663.2% | -3.2% | +666.5% | +571.4% |
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