+424.8%
FLEX vs WSM
+163.9%
+260.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | -25.3% | +5.1% | -30.4% | -27.0% |
| 3M | -39.7% | +5.1% | -44.8% | -41.1% |
| 6M | -47.9% | +48.6% | -96.5% | -55.2% |
| YTD | +24.1% | +44.2% | -20.1% | +7.9% |
| 1Y | +26.0% | +38.1% | -12.1% | +11.0% |
| 3Y | +282.7% | +257.2% | +25.5% | +143.7% |
| All | +424.8% | +163.9% | +260.9% | +235.0% |
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