+652.8%
FLEX vs WCC
+440.3%
+212.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.0% |
| 7D | +2.2% | +3.3% | -1.1% | +1.1% |
| 30D | -32.6% | -9.4% | -23.2% | -28.0% |
| 3M | -35.5% | -10.5% | -25.0% | -30.3% |
| 6M | -45.6% | -10.4% | -35.2% | -40.8% |
| YTD | +30.7% | +34.4% | -3.7% | +16.3% |
| 1Y | +28.4% | +27.7% | +0.7% | +17.2% |
| 3Y | +301.7% | +137.9% | +163.7% | +154.2% |
| 5Y | +473.3% | +147.0% | +326.2% | +231.8% |
| All | +652.8% | +440.3% | +212.5% | +124.7% |
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