+98.5%
FLEX vs WSM
+19.9%
+78.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.3% |
| 7D | -0.9% | -3.3% | +2.4% | +0.9% |
| 30D | -10.1% | -8.4% | -1.8% | -5.7% |
| 3M | -31.3% | +9.7% | -41.0% | -35.4% |
| 6M | +71.3% | +16.7% | +54.6% | +53.1% |
| YTD | +81.2% | +28.7% | +52.6% | +56.5% |
| 1Y | +98.5% | +13.7% | +84.8% | +74.4% |
| All | +98.5% | +19.9% | +78.6% | +74.4% |
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