+565.2%
FLEX vs WCC
+457.1%
+108.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.4% |
| 7D | -19.3% | -14.7% | -4.6% | -11.5% |
| 30D | -41.5% | -20.1% | -21.5% | -33.3% |
| 3M | -43.1% | -21.2% | -21.9% | -34.4% |
| 6M | -48.2% | -19.2% | -29.0% | -40.5% |
| YTD | +15.5% | +20.2% | -4.7% | +9.0% |
| 1Y | +10.2% | +14.5% | -4.2% | +6.6% |
| 3Y | +256.8% | +115.1% | +141.7% | +138.7% |
| 5Y | +408.2% | +121.5% | +286.7% | +212.5% |
| All | +565.2% | +457.1% | +108.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling