+565.2%
FLEX vs WM
+339.4%
+225.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.6% | +5.1% |
| 7D | -19.3% | +1.2% | -20.5% | -19.7% |
| 30D | -41.5% | +13.1% | -54.6% | -44.3% |
| 3M | -43.1% | +3.6% | -46.7% | -44.2% |
| 6M | -48.2% | +8.1% | -56.3% | -50.8% |
| YTD | +15.5% | +8.9% | +6.6% | +8.4% |
| 1Y | +10.2% | +20.3% | -10.1% | -1.7% |
| 3Y | +256.8% | +46.2% | +210.6% | +174.0% |
| 5Y | +408.2% | +59.9% | +348.3% | +262.2% |
| All | +565.2% | +339.4% | +225.8% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling