+651.7%
FLEX vs WSM
+1,181.2%
-529.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +2.2% | -3.0% | +5.2% | +3.7% |
| 30D | -32.6% | +10.1% | -42.7% | -35.5% |
| 3M | -35.5% | +4.9% | -40.4% | -37.0% |
| 6M | -45.6% | +49.8% | -95.3% | -53.9% |
| YTD | +30.7% | +48.7% | -18.0% | +11.2% |
| 1Y | +28.4% | +38.7% | -10.4% | +12.0% |
| 3Y | +301.7% | +269.5% | +32.1% | +131.4% |
| 5Y | +473.3% | +179.0% | +294.3% | +247.8% |
| 10Y | +651.7% | +1,162.3% | -510.5% | +110.5% |
| All | +651.7% | +1,181.2% | -529.5% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling