+663.2%
FLEX vs WST
-25.7%
+688.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -10.1% | -3.1% | -7.0% | -9.6% |
| 3M | -31.3% | +7.2% | -38.6% | -32.4% |
| 6M | +71.3% | +36.8% | +34.5% | +60.3% |
| YTD | +81.2% | +23.8% | +57.4% | +72.7% |
| 1Y | +98.5% | +37.8% | +60.7% | +84.7% |
| 3Y | +428.2% | -15.9% | +444.1% | +427.4% |
| All | +663.2% | -25.7% | +688.9% | +631.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling