+104.7%
FLEX vs WWD
+40.3%
+64.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.6% |
| 7D | +7.0% | +0.8% | +6.2% | +6.3% |
| 30D | -5.8% | -6.4% | +0.6% | -1.8% |
| 3M | -24.2% | -5.6% | -18.6% | -22.2% |
| 6M | +90.8% | -9.1% | +99.9% | +99.8% |
| YTD | +89.2% | +12.5% | +76.7% | +86.0% |
| 1Y | +104.7% | +41.3% | +63.4% | +87.6% |
| All | +104.7% | +40.3% | +64.4% | +87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling