+634.3%
FLEX vs WU
-20.2%
+654.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.6% |
| 7D | -19.3% | +11.7% | -31.0% | -24.8% |
| 30D | -41.5% | +12.6% | -54.1% | -46.1% |
| 3M | -43.1% | -0.5% | -42.6% | -44.3% |
| 6M | -48.2% | -18.2% | -30.0% | -45.4% |
| YTD | +15.5% | -19.0% | +34.5% | +20.3% |
| 1Y | +10.2% | -16.7% | +26.9% | +12.7% |
| 3Y | +256.8% | -21.0% | +277.8% | +260.4% |
| 5Y | +408.2% | -41.7% | +449.9% | +483.9% |
| 10Y | +580.8% | -35.0% | +615.8% | +601.7% |
| All | +634.3% | -20.2% | +654.5% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling