+241.2%
FLEX vs WM
+50.2%
+191.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -12.9% |
| 7D | -28.3% | +4.5% | -32.8% | -26.2% |
| 30D | -45.0% | +16.1% | -61.1% | -40.2% |
| 3M | -45.2% | +8.0% | -53.3% | -42.2% |
| 6M | -30.8% | +8.4% | -39.2% | -26.1% |
| YTD | +10.4% | +11.2% | -0.8% | +18.3% |
| 1Y | +2.3% | +22.3% | -20.1% | +9.9% |
| All | +241.2% | +50.2% | +191.0% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling