+614.8%
FLEX vs WU
-38.9%
+653.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.5% |
| 7D | +7.5% | -2.0% | +9.5% | +8.1% |
| 30D | -25.3% | +11.4% | -36.7% | -29.0% |
| 3M | -39.7% | -6.8% | -32.9% | -39.0% |
| 6M | -47.9% | -14.6% | -33.2% | -46.6% |
| YTD | +24.1% | -20.6% | +44.7% | +29.4% |
| 1Y | +26.0% | -15.4% | +41.3% | +27.4% |
| 3Y | +282.7% | -23.6% | +306.3% | +292.9% |
| 5Y | +424.2% | -43.4% | +467.6% | +507.4% |
| All | +614.8% | -38.9% | +653.7% | +653.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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