+4,328.8%
FLEX vs WAT
+10,816.8%
-6,488.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -31.3% | +8.7% | -40.1% | -33.7% |
| 6M | +71.3% | +28.3% | +43.0% | +53.4% |
| YTD | +81.2% | +7.8% | +73.5% | +72.6% |
| 1Y | +98.5% | +36.6% | +61.9% | +70.2% |
| 3Y | +428.2% | +45.7% | +382.6% | +323.4% |
| 5Y | +657.3% | -3.3% | +660.6% | +609.6% |
| 10Y | +995.9% | +162.1% | +833.8% | +571.6% |
| All | +4,328.8% | +10,816.8% | -6,488.0% | +959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling