+5,803.4%
FLEX vs WWD
+13,645.4%
-7,842.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.0% | -7.6% | -10.8% |
| 7D | -28.3% | -2.6% | -25.7% | -27.1% |
| 30D | -45.0% | -7.7% | -37.3% | -42.5% |
| 3M | -45.2% | -17.7% | -27.5% | -39.5% |
| 6M | -30.8% | -15.9% | -14.9% | -24.1% |
| YTD | +10.4% | +1.8% | +8.7% | +10.5% |
| 1Y | +2.3% | +17.4% | -15.2% | -4.9% |
| 3Y | +238.9% | +137.1% | +101.8% | +125.2% |
| 5Y | +386.0% | +162.4% | +223.6% | +201.8% |
| 10Y | +551.1% | +452.5% | +98.6% | +178.5% |
| All | +5,803.4% | +13,645.4% | -7,842.1% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling