+726.2%
FLEX vs WCN
+30.9%
+695.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.4% |
| 7D | +7.0% | -0.4% | +7.4% | +7.0% |
| 30D | -5.8% | -2.1% | -3.7% | -5.7% |
| 3M | -24.2% | +6.4% | -30.6% | -25.2% |
| 6M | +90.8% | -3.7% | +94.5% | +92.0% |
| YTD | +89.2% | -6.4% | +95.5% | +91.6% |
| 1Y | +104.7% | -7.9% | +112.7% | +108.0% |
| 3Y | +478.1% | +20.8% | +457.3% | +417.5% |
| 5Y | +726.2% | +29.0% | +697.2% | +589.2% |
| All | +726.2% | +30.9% | +695.3% | +589.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling