+424.8%
FLEX vs WWD
+187.3%
+237.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.6% |
| 7D | +7.5% | +4.0% | +3.5% | +5.1% |
| 30D | -25.3% | +0.4% | -25.7% | -24.8% |
| 3M | -39.7% | -7.9% | -31.8% | -36.0% |
| 6M | -47.9% | -10.6% | -37.2% | -44.0% |
| YTD | +24.1% | +9.4% | +14.7% | +19.8% |
| 1Y | +26.0% | +25.7% | +0.2% | +11.9% |
| 3Y | +282.7% | +148.5% | +134.1% | +135.2% |
| All | +424.8% | +187.3% | +237.5% | +186.1% |
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