+185.8%
FLEX vs WETO
-99.4%
+285.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.2% | -4.2% |
| 7D | +0.1% | -19.9% | +20.0% | +0.3% |
| 30D | -11.8% | -42.7% | +30.9% | -13.6% |
| 3M | -22.6% | -97.7% | +75.1% | -21.4% |
| 6M | +77.3% | -94.4% | +171.8% | +75.4% |
| YTD | +78.8% | -97.0% | +175.8% | +76.6% |
| 1Y | +86.1% | -98.9% | +184.9% | +83.9% |
| All | +185.8% | -99.4% | +285.2% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling