+2,022.4%
FLEX vs WCN
+8,007.2%
-5,984.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -32.6% | +25.3% | -58.0% | -38.7% |
| 3M | -35.5% | +15.4% | -50.9% | -39.6% |
| 6M | -45.6% | +27.8% | -73.4% | -51.5% |
| YTD | +30.7% | +10.6% | +20.1% | +21.7% |
| 1Y | +28.4% | +15.8% | +12.6% | +17.2% |
| 3Y | +301.7% | +50.3% | +251.4% | +226.7% |
| 5Y | +473.3% | +46.9% | +426.3% | +366.0% |
| 10Y | +651.7% | +318.8% | +333.0% | +313.4% |
| All | +2,022.4% | +8,007.2% | -5,984.8% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling