+7,917.6%
FLEX vs WST
+8,606.3%
-688.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -10.1% | -3.1% | -7.0% | -9.0% |
| 3M | -31.3% | +7.2% | -38.6% | -33.6% |
| 6M | +71.3% | +36.8% | +34.5% | +47.8% |
| YTD | +81.2% | +23.8% | +57.4% | +62.8% |
| 1Y | +98.5% | +37.8% | +60.7% | +68.4% |
| 3Y | +428.2% | -15.9% | +444.1% | +391.2% |
| 5Y | +657.3% | -25.8% | +683.1% | +616.9% |
| 10Y | +995.9% | +319.6% | +676.3% | +283.7% |
| All | +7,917.6% | +8,606.3% | -688.6% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling