+640.4%
FLEX vs WWD
+494.7%
+145.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +9.0% |
| 7D | -7.2% | +4.2% | -11.3% | -8.7% |
| 30D | -34.8% | -0.8% | -34.0% | -33.8% |
| 3M | -35.6% | -8.2% | -27.4% | -31.4% |
| 6M | -45.0% | -9.8% | -35.2% | -41.2% |
| YTD | +29.4% | +10.4% | +19.0% | +23.1% |
| 1Y | +24.8% | +25.5% | -0.7% | +9.3% |
| 3Y | +304.4% | +155.8% | +148.6% | +129.4% |
| 5Y | +484.1% | +187.3% | +296.8% | +199.0% |
| 10Y | +640.4% | +462.7% | +177.7% | +167.2% |
| All | +640.4% | +494.7% | +145.7% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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