+442.4%
FLEX vs WEC
+42.1%
+400.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | -0.9% | -0.3% | -0.6% | -1.0% |
| 30D | -10.1% | -1.3% | -8.9% | -10.4% |
| 3M | -31.3% | -3.9% | -27.4% | -31.9% |
| 6M | +71.3% | -8.3% | +79.6% | +68.8% |
| YTD | +81.2% | +3.1% | +78.2% | +81.0% |
| 1Y | +98.5% | +1.9% | +96.6% | +98.3% |
| All | +442.4% | +42.1% | +400.4% | +439.0% |
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