+98.5%
FLEX vs WETO
-98.9%
+197.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -20.8% | +22.3% | +1.8% |
| 7D | -0.9% | -55.4% | +54.5% | -0.1% |
| 30D | -10.1% | -48.5% | +38.3% | -12.1% |
| 3M | -31.3% | -97.5% | +66.2% | -29.0% |
| 6M | +71.3% | -94.2% | +165.5% | +69.0% |
| YTD | +81.2% | -97.0% | +178.3% | +78.0% |
| 1Y | +98.5% | -98.9% | +197.4% | +105.5% |
| All | +98.5% | -98.9% | +197.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling