+256.8%
FLEX vs WST
+19.1%
+237.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.3% |
| 7D | -19.3% | -3.1% | -16.2% | -18.9% |
| 30D | -41.5% | +9.1% | -50.6% | -42.2% |
| 3M | -43.1% | +14.7% | -57.8% | -44.2% |
| 6M | -48.2% | +28.0% | -76.2% | -49.9% |
| YTD | +15.5% | +45.6% | -30.2% | +9.5% |
| 1Y | +10.2% | +45.7% | -35.4% | +4.4% |
| 3Y | +256.8% | +21.1% | +235.7% | +221.6% |
| All | +256.8% | +19.1% | +237.7% | +221.6% |
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