+282.7%
FLEX vs WU
-23.0%
+305.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.0% |
| 7D | +7.5% | -2.0% | +9.5% | +7.5% |
| 30D | -25.3% | +11.4% | -36.7% | -26.0% |
| 3M | -39.7% | -6.8% | -32.9% | -39.2% |
| 6M | -47.9% | -14.6% | -33.2% | -47.3% |
| YTD | +24.1% | -20.6% | +44.7% | +26.4% |
| 1Y | +26.0% | -15.4% | +41.3% | +25.8% |
| 3Y | +282.7% | -23.6% | +306.3% | +280.6% |
| All | +282.7% | -23.0% | +305.7% | +280.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling