+501.0%
FLEX vs WTW
+1,174.9%
-673.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.6% |
| 7D | -0.9% | -2.6% | +1.7% | +0.4% |
| 30D | -10.1% | -1.0% | -9.2% | -10.1% |
| 3M | -31.3% | +29.9% | -61.3% | -41.4% |
| 6M | +71.3% | +10.7% | +60.6% | +56.1% |
| YTD | +81.2% | +2.6% | +78.7% | +69.6% |
| 1Y | +98.5% | +2.8% | +95.7% | +84.3% |
| 3Y | +428.2% | +67.3% | +361.0% | +258.3% |
| 5Y | +657.3% | +56.6% | +600.6% | +430.8% |
| 10Y | +995.9% | +204.1% | +791.9% | +405.9% |
| All | +501.0% | +1,174.9% | -673.9% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling