+466.6%
FLEX vs WM
+61.6%
+405.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | -13.6% | +1.2% | -14.8% | -13.4% |
| 30D | -36.5% | +13.7% | -50.2% | -35.5% |
| 3M | -36.4% | +5.2% | -41.7% | -35.7% |
| 6M | -46.5% | +11.2% | -57.7% | -46.1% |
| YTD | +25.9% | +9.4% | +16.5% | +26.3% |
| 1Y | +19.6% | +20.4% | -0.8% | +17.5% |
| 3Y | +287.0% | +44.7% | +242.3% | +247.6% |
| 5Y | +466.6% | +58.5% | +408.1% | +384.3% |
| All | +466.6% | +61.6% | +405.0% | +384.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling