+663.2%
FLEX vs WWD
+198.3%
+465.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -0.9% | +1.3% | -2.2% | -1.6% |
| 30D | -10.1% | -7.2% | -3.0% | -6.1% |
| 3M | -31.3% | -3.8% | -27.5% | -30.2% |
| 6M | +71.3% | -9.9% | +81.2% | +81.4% |
| YTD | +81.2% | +14.8% | +66.4% | +68.4% |
| 1Y | +98.5% | +42.1% | +56.4% | +62.7% |
| 3Y | +428.2% | +170.8% | +257.4% | +206.5% |
| All | +663.2% | +198.3% | +465.0% | +303.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling