+626.9%
FLEX vs WST
+446.4%
+180.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | +1.4% | -15.0% | -13.8% |
| 30D | -36.5% | +12.7% | -49.2% | -38.6% |
| 3M | -36.4% | +17.2% | -53.6% | -39.4% |
| 6M | -46.5% | +26.7% | -73.1% | -50.3% |
| YTD | +25.9% | +50.3% | -24.4% | +10.7% |
| 1Y | +19.6% | +50.2% | -30.7% | +4.9% |
| 3Y | +287.0% | +21.7% | +265.3% | +231.8% |
| 5Y | +466.6% | +2.0% | +464.6% | +408.4% |
| 10Y | +626.9% | +451.1% | +175.8% | +184.7% |
| All | +626.9% | +446.4% | +180.6% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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