+416.7%
FLEX vs WAT
+32.4%
+384.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.2% |
| 7D | -19.3% | -1.1% | -18.2% | -18.9% |
| 30D | -41.5% | +5.0% | -46.5% | -42.4% |
| 3M | -43.1% | +14.5% | -57.6% | -45.9% |
| 6M | -48.2% | +30.9% | -79.1% | -53.4% |
| YTD | +15.5% | +20.5% | -5.0% | +6.0% |
| 1Y | +10.2% | +23.3% | -13.1% | +0.2% |
| 3Y | +256.8% | +81.5% | +175.3% | +157.7% |
| All | +416.7% | +32.4% | +384.3% | +324.7% |
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