+7,917.6%
FLEX vs WSM
+12,848.0%
-4,930.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.8% |
| 7D | -0.9% | -3.3% | +2.4% | +0.2% |
| 30D | -10.1% | -8.4% | -1.8% | -7.5% |
| 3M | -31.3% | +9.7% | -41.0% | -33.7% |
| 6M | +71.3% | +16.7% | +54.6% | +62.2% |
| YTD | +81.2% | +28.7% | +52.6% | +65.8% |
| 1Y | +98.5% | +13.7% | +84.8% | +88.9% |
| 3Y | +428.2% | +230.1% | +198.2% | +234.0% |
| 5Y | +657.3% | +179.0% | +478.3% | +383.1% |
| 10Y | +995.9% | +1,002.5% | -6.6% | +298.7% |
| All | +7,917.6% | +12,848.0% | -4,930.4% | +1,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling