+386.0%
FLEX vs WM
+62.1%
+324.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.2% | -14.8% | -13.4% |
| 7D | -28.3% | +4.5% | -32.8% | -27.7% |
| 30D | -45.0% | +16.1% | -61.1% | -44.0% |
| 3M | -45.2% | +8.0% | -53.3% | -44.4% |
| 6M | -30.8% | +8.4% | -39.2% | -30.0% |
| YTD | +10.4% | +11.2% | -0.8% | +11.1% |
| 1Y | +2.3% | +22.3% | -20.1% | +0.8% |
| 3Y | +238.9% | +50.2% | +188.6% | +202.6% |
| 5Y | +386.0% | +63.3% | +322.7% | +310.2% |
| All | +386.0% | +62.1% | +324.0% | +310.2% |
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