+726.2%
FLEX vs WSM
+189.5%
+536.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +7.0% | +2.6% | +4.4% | +6.0% |
| 30D | -5.8% | -9.5% | +3.7% | -2.4% |
| 3M | -24.2% | +12.9% | -37.1% | -27.7% |
| 6M | +90.8% | +23.0% | +67.8% | +76.6% |
| YTD | +89.2% | +28.9% | +60.3% | +72.4% |
| 1Y | +104.7% | +13.7% | +91.0% | +94.0% |
| 3Y | +478.1% | +232.6% | +245.5% | +277.9% |
| 5Y | +726.2% | +185.9% | +540.3% | +427.1% |
| All | +726.2% | +189.5% | +536.7% | +427.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling