+442.4%
FLEX vs WST
-15.6%
+458.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -10.1% | -3.1% | -7.0% | -9.8% |
| 3M | -31.3% | +7.2% | -38.6% | -31.9% |
| 6M | +71.3% | +36.8% | +34.5% | +64.9% |
| YTD | +81.2% | +23.8% | +57.4% | +76.1% |
| 1Y | +98.5% | +37.8% | +60.7% | +90.8% |
| All | +442.4% | -15.6% | +458.1% | +456.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling