+25.0%
FLEX vs WSM
+44.0%
-19.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.8% | -15.3% |
| 7D | -17.0% | +8.0% | -25.0% | -20.5% |
| 30D | -33.8% | +13.5% | -47.3% | -38.8% |
| 3M | -39.0% | +8.8% | -47.9% | -42.3% |
| 6M | -15.9% | +54.7% | -70.6% | -36.9% |
| YTD | +27.8% | +53.3% | -25.4% | -4.4% |
| 1Y | +25.0% | +41.1% | -16.1% | -3.5% |
| All | +25.0% | +44.0% | -19.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling