+1,115.5%
FLEX vs WTW
+198.0%
+917.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | +5.7% | -5.7% | +11.4% | +8.1% |
| 30D | -7.0% | -7.3% | +0.2% | -4.6% |
| 3M | -23.8% | +21.5% | -45.3% | -30.9% |
| 6M | +82.6% | +9.6% | +73.0% | +70.9% |
| YTD | +91.6% | -3.3% | +94.9% | +88.2% |
| 1Y | +100.6% | -6.1% | +106.7% | +99.2% |
| 3Y | +479.8% | +61.8% | +417.9% | +300.8% |
| 5Y | +746.5% | +42.7% | +703.8% | +526.1% |
| All | +1,115.5% | +198.0% | +917.5% | +565.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling