-46.1%
FLEX vs WWD
-9.9%
-36.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.9% | +7.1% | +7.6% |
| 7D | -7.2% | +4.2% | -11.3% | -9.4% |
| 30D | -34.8% | -0.8% | -34.0% | -33.8% |
| 3M | -35.6% | -8.2% | -27.4% | -31.7% |
| All | -46.1% | -9.9% | -36.2% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling