+565.2%
FLEX vs WEC
+176.2%
+389.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.6% | +4.8% |
| 7D | -19.3% | -0.2% | -19.1% | -19.4% |
| 30D | -41.5% | +12.3% | -53.8% | -42.7% |
| 3M | -43.1% | +8.3% | -51.4% | -43.9% |
| 6M | -48.2% | +3.5% | -51.7% | -48.7% |
| YTD | +15.5% | +12.7% | +2.8% | +12.4% |
| 1Y | +10.2% | +8.2% | +2.0% | +8.1% |
| 3Y | +256.8% | +55.9% | +201.0% | +220.1% |
| 5Y | +408.2% | +51.2% | +357.0% | +357.1% |
| All | +565.2% | +176.2% | +389.0% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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