+22.8%
FLEX vs WM
+20.0%
+2.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.2% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -34.8% | +13.3% | -48.1% | -21.7% |
| 3M | -35.6% | +4.4% | -40.0% | -30.0% |
| 6M | -45.0% | +10.8% | -55.8% | -34.8% |
| YTD | +29.4% | +9.1% | +20.3% | +55.3% |
| All | +22.8% | +20.0% | +2.9% | +62.8% |
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