+600.4%
FLEX vs WPM
+5,236.6%
-4,636.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +4.0% |
| 7D | -19.3% | +16.9% | -36.2% | -22.2% |
| 30D | -41.5% | +2.0% | -43.5% | -41.9% |
| 3M | -43.1% | +8.9% | -52.0% | -44.4% |
| 6M | -48.2% | +1.6% | -49.8% | -48.8% |
| YTD | +15.5% | +16.5% | -1.0% | +11.0% |
| 1Y | +10.2% | +42.2% | -32.0% | +1.9% |
| 3Y | +256.8% | +213.3% | +43.5% | +180.8% |
| 5Y | +408.2% | +249.9% | +158.3% | +285.3% |
| 10Y | +580.9% | +549.4% | +31.5% | +335.9% |
| All | +600.4% | +5,236.6% | -4,636.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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