+98.5%
FLEX vs WTW
+3.0%
+95.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +0.2% |
| 7D | -0.9% | -2.6% | +1.7% | -2.5% |
| 30D | -10.1% | -1.0% | -9.2% | -10.3% |
| 3M | -31.3% | +29.9% | -61.3% | -17.6% |
| 6M | +71.3% | +10.7% | +60.6% | +100.3% |
| YTD | +81.2% | +2.6% | +78.7% | +106.5% |
| 1Y | +98.5% | +2.8% | +95.7% | +123.3% |
| All | +98.5% | +3.0% | +95.5% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling