+689.7%
FLEX vs WTW
+42.3%
+647.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | +0.1% | -7.8% | +7.9% | +1.3% |
| 30D | -11.8% | -7.9% | -3.9% | -10.7% |
| 3M | -22.6% | +19.9% | -42.5% | -25.8% |
| 6M | +77.3% | +9.8% | +67.5% | +73.6% |
| YTD | +78.8% | -3.3% | +82.1% | +81.9% |
| 1Y | +86.1% | -3.3% | +89.4% | +88.3% |
| 3Y | +446.2% | +61.5% | +384.7% | +280.8% |
| 5Y | +689.7% | +42.6% | +647.1% | +455.5% |
| All | +689.7% | +42.3% | +647.4% | +455.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling