+282.7%
FLEX vs WCC
+134.5%
+148.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -2.9% |
| 7D | +7.5% | +9.9% | -2.5% | +1.3% |
| 30D | -25.3% | -8.4% | -16.8% | -19.9% |
| 3M | -39.7% | -10.3% | -29.3% | -34.1% |
| 6M | -47.9% | -10.5% | -37.4% | -42.7% |
| YTD | +24.1% | +32.2% | -8.1% | +12.3% |
| 1Y | +26.0% | +25.5% | +0.4% | +16.8% |
| 3Y | +282.7% | +134.7% | +148.0% | +145.3% |
| All | +282.7% | +134.5% | +148.2% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling