+449.4%
FLEX vs WSM
+238.8%
+210.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.7% |
| 7D | -0.9% | -3.3% | +2.4% | +0.4% |
| 30D | -10.1% | -8.4% | -1.8% | -7.2% |
| 3M | -31.3% | +9.7% | -41.0% | -33.9% |
| 6M | +71.3% | +16.7% | +54.6% | +60.9% |
| YTD | +81.2% | +28.7% | +52.6% | +64.6% |
| 1Y | +98.5% | +13.7% | +84.8% | +87.4% |
| All | +449.4% | +238.8% | +210.6% | +357.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling