+5,008.5%
FLEX vs WST
+10,138.7%
-5,130.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.7% |
| 7D | -19.3% | -3.1% | -16.2% | -18.0% |
| 30D | -41.5% | +9.1% | -50.6% | -43.6% |
| 3M | -43.1% | +14.7% | -57.8% | -46.6% |
| 6M | -48.2% | +28.0% | -76.2% | -53.9% |
| YTD | +15.5% | +45.6% | -30.2% | -3.5% |
| 1Y | +10.2% | +45.7% | -35.4% | -8.2% |
| 3Y | +256.8% | +21.1% | +235.7% | +179.8% |
| 5Y | +408.2% | +0.3% | +407.9% | +317.2% |
| 10Y | +580.8% | +449.0% | +131.8% | +110.3% |
| All | +5,008.5% | +10,138.7% | -5,130.2% | +286.7% |
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