+256.8%
FLEX vs WEC
+53.8%
+203.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.6% | +3.8% |
| 7D | -19.3% | -0.2% | -19.1% | -19.2% |
| 30D | -41.5% | +12.3% | -53.8% | -39.4% |
| 3M | -43.1% | +8.3% | -51.4% | -41.6% |
| 6M | -48.2% | +3.5% | -51.7% | -47.5% |
| YTD | +15.5% | +12.7% | +2.8% | +18.9% |
| 1Y | +10.2% | +8.2% | +2.0% | +12.9% |
| 3Y | +256.8% | +55.9% | +200.9% | +272.8% |
| All | +256.8% | +53.8% | +203.0% | +272.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling