+624.3%
FLEX vs WY
+3.0%
+621.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.3% |
| 7D | -13.6% | +0.2% | -13.8% | -14.3% |
| 30D | -36.5% | +8.0% | -44.5% | -40.4% |
| 3M | -36.4% | -17.7% | -18.8% | -30.3% |
| 6M | -46.5% | -10.8% | -35.7% | -44.7% |
| YTD | +25.9% | -10.6% | +36.5% | +28.9% |
| 1Y | +19.6% | -5.7% | +25.3% | +18.2% |
| 3Y | +287.0% | -24.8% | +311.8% | +326.2% |
| 5Y | +466.6% | -31.7% | +498.3% | +556.8% |
| All | +624.3% | +3.0% | +621.3% | +557.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling