+5,555.0%
FLEX vs WM
+3,054.7%
+2,500.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -14.0% | -12.9% |
| 7D | -17.0% | +5.9% | -22.9% | -18.8% |
| 30D | -33.8% | +15.4% | -49.2% | -37.7% |
| 3M | -39.0% | +6.3% | -45.4% | -41.0% |
| 6M | -15.9% | +5.6% | -21.5% | -19.7% |
| YTD | +27.8% | +9.9% | +17.9% | +19.7% |
| 1Y | +25.0% | +20.8% | +4.1% | +12.6% |
| 3Y | +292.3% | +48.5% | +243.7% | +219.7% |
| 5Y | +472.6% | +60.6% | +412.0% | +348.5% |
| 10Y | +653.7% | +349.8% | +303.9% | +299.7% |
| All | +5,555.0% | +3,054.7% | +2,500.4% | +1,792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling