+1,060.6%
FLEX vs WCC
+509.2%
+551.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.1% |
| 7D | +7.0% | +8.5% | -1.5% | +2.6% |
| 30D | -5.8% | -1.0% | -4.8% | -5.2% |
| 3M | -24.2% | +2.1% | -26.3% | -24.4% |
| 6M | +90.8% | +36.8% | +54.0% | +65.6% |
| YTD | +89.2% | +47.7% | +41.5% | +57.8% |
| 1Y | +104.7% | +66.5% | +38.2% | +60.1% |
| 3Y | +478.1% | +134.2% | +343.9% | +262.4% |
| 5Y | +726.2% | +231.6% | +494.6% | +306.4% |
| 10Y | +1,060.6% | +508.1% | +552.5% | +219.1% |
| All | +1,060.6% | +509.2% | +551.4% | +219.1% |
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