+663.2%
FLEX vs WM
+52.1%
+611.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -10.1% | -2.4% | -7.8% | -10.3% |
| 3M | -31.3% | +0.4% | -31.8% | -31.7% |
| 6M | +71.3% | -9.5% | +80.8% | +72.8% |
| YTD | +81.2% | +0.5% | +80.7% | +79.4% |
| 1Y | +98.5% | -1.1% | +99.6% | +97.3% |
| 3Y | +428.2% | +46.0% | +382.2% | +350.7% |
| All | +663.2% | +52.1% | +611.1% | +511.9% |
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 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