+614.8%
FLEX vs WM
+330.8%
+284.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.5% | +3.2% | +4.2% | +6.6% |
| 30D | -25.3% | +13.0% | -38.3% | -28.5% |
| 3M | -39.7% | +9.2% | -48.9% | -41.8% |
| 6M | -47.9% | +13.6% | -61.5% | -51.2% |
| YTD | +24.1% | +12.4% | +11.7% | +15.5% |
| 1Y | +26.0% | +21.2% | +4.7% | +12.7% |
| 3Y | +282.7% | +48.7% | +234.0% | +193.8% |
| 5Y | +424.2% | +61.9% | +362.3% | +275.2% |
| All | +614.8% | +330.8% | +284.0% | +214.9% |
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