+206.4%
FLEX vs WETO
-99.4%
+305.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.4% | +12.6% | +7.3% |
| 7D | +5.7% | -4.3% | +10.0% | +5.8% |
| 30D | -7.0% | -39.9% | +32.9% | -9.0% |
| 3M | -23.8% | -97.9% | +74.1% | -22.6% |
| 6M | +82.6% | -95.0% | +177.7% | +80.8% |
| YTD | +91.6% | -97.2% | +188.8% | +89.4% |
| 1Y | +100.6% | -98.9% | +199.5% | +98.3% |
| All | +206.4% | -99.4% | +305.8% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling