-45.6%
FLEX vs WCN
+26.1%
-71.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +4.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.9% |
| 30D | -32.6% | +25.3% | -58.0% | -6.1% |
| 3M | -35.5% | +15.4% | -50.9% | -21.3% |
| 6M | -45.6% | +27.8% | -73.4% | -21.8% |
| All | -45.6% | +26.1% | -71.7% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling