+652.8%
FLEX vs WWD
+453.6%
+199.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.0% |
| 7D | +2.2% | +3.7% | -1.5% | +0.6% |
| 30D | -32.6% | +1.8% | -34.4% | -32.7% |
| 3M | -35.5% | -5.0% | -30.5% | -32.7% |
| 6M | -45.6% | -8.4% | -37.2% | -42.4% |
| YTD | +30.7% | +12.3% | +18.4% | +23.1% |
| 1Y | +28.4% | +26.2% | +2.1% | +12.0% |
| 3Y | +301.7% | +154.6% | +147.1% | +128.3% |
| 5Y | +473.3% | +195.3% | +278.0% | +188.5% |
| All | +652.8% | +453.6% | +199.3% | +166.3% |
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