+7,917.6%
FLEX vs WM
+2,784.0%
+5,133.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -10.1% | -2.4% | -7.8% | -9.5% |
| 3M | -31.3% | +0.4% | -31.8% | -32.3% |
| 6M | +71.3% | -9.5% | +80.8% | +74.4% |
| YTD | +81.2% | +0.5% | +80.7% | +77.1% |
| 1Y | +98.5% | -1.1% | +99.6% | +93.9% |
| 3Y | +428.2% | +46.0% | +382.2% | +335.1% |
| 5Y | +657.3% | +51.8% | +605.5% | +510.0% |
| 10Y | +995.9% | +307.5% | +688.4% | +508.2% |
| All | +7,917.6% | +2,784.0% | +5,133.7% | +2,699.2% |
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 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