+651.7%
FLEX vs WST
+452.5%
+199.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -32.6% | +12.3% | -45.0% | -34.8% |
| 3M | -35.5% | +17.5% | -53.0% | -38.6% |
| 6M | -45.6% | +28.2% | -73.7% | -49.6% |
| YTD | +30.7% | +50.4% | -19.7% | +14.8% |
| 1Y | +28.4% | +49.3% | -20.9% | +12.8% |
| 3Y | +301.7% | +21.8% | +279.9% | +244.3% |
| 5Y | +473.3% | +0.3% | +473.0% | +418.8% |
| 10Y | +651.7% | +451.2% | +200.6% | +194.3% |
| All | +651.7% | +452.5% | +199.2% | +194.3% |
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