+651.7%
FLEX vs WM
+332.5%
+319.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +2.2% | +0.8% | +1.5% | +2.0% |
| 30D | -32.6% | +13.8% | -46.4% | -35.8% |
| 3M | -35.5% | +6.4% | -41.9% | -37.3% |
| 6M | -45.6% | +13.2% | -58.8% | -49.1% |
| YTD | +30.7% | +10.8% | +19.9% | +22.1% |
| 1Y | +28.4% | +20.2% | +8.2% | +15.0% |
| 3Y | +301.7% | +46.5% | +255.2% | +209.7% |
| 5Y | +473.3% | +61.3% | +412.0% | +309.0% |
| 10Y | +651.7% | +324.8% | +327.0% | +232.2% |
| All | +651.7% | +332.5% | +319.2% | +232.2% |
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