+1,086.7%
FLEX vs WSM
+997.3%
+89.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.4% | +2.6% | +3.7% | +5.3% |
| 30D | -5.9% | -9.3% | +3.4% | -2.3% |
| 3M | -23.5% | +7.1% | -30.5% | -25.6% |
| 6M | +83.7% | +21.7% | +62.0% | +69.9% |
| YTD | +86.5% | +28.7% | +57.8% | +68.7% |
| 1Y | +100.5% | +13.9% | +86.6% | +89.3% |
| 3Y | +469.8% | +232.2% | +237.7% | +242.2% |
| 5Y | +725.7% | +176.4% | +549.3% | +403.5% |
| 10Y | +1,086.7% | +1,072.4% | +14.3% | +256.6% |
| All | +1,086.7% | +997.3% | +89.4% | +256.6% |
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