+98.5%
FLEX vs WM
-0.9%
+99.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.1% |
| 7D | -0.9% | -0.3% | -0.6% | -1.2% |
| 30D | -10.1% | -2.4% | -7.8% | -12.4% |
| 3M | -31.3% | +0.4% | -31.8% | -30.0% |
| 6M | +71.3% | -9.5% | +80.8% | +67.7% |
| YTD | +81.2% | +0.5% | +80.7% | +89.3% |
| 1Y | +98.5% | -1.1% | +99.6% | +113.0% |
| All | +98.5% | -0.9% | +99.4% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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