+1,086.7%
FLEX vs WY
+5.8%
+1,081.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +6.4% | -1.7% | +8.0% | +7.4% |
| 30D | -5.9% | -9.9% | +4.0% | -0.2% |
| 3M | -23.5% | -7.5% | -15.9% | -20.9% |
| 6M | +83.7% | -5.1% | +88.9% | +86.8% |
| YTD | +86.5% | -2.1% | +88.6% | +84.6% |
| 1Y | +100.5% | -7.3% | +107.8% | +104.1% |
| 3Y | +469.8% | -22.6% | +492.5% | +530.7% |
| 5Y | +725.7% | -19.8% | +745.4% | +779.6% |
| 10Y | +1,086.7% | +9.6% | +1,077.2% | +945.8% |
| All | +1,086.7% | +5.8% | +1,081.0% | +945.8% |
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