+100.5%
FLEX vs WY
-9.3%
+109.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +6.4% | -1.7% | +8.0% | +6.6% |
| 30D | -5.9% | -9.9% | +4.0% | -4.1% |
| 3M | -23.5% | -7.5% | -15.9% | -22.1% |
| 6M | +83.7% | -5.1% | +88.9% | +83.6% |
| YTD | +86.5% | -2.1% | +88.6% | +85.2% |
| 1Y | +100.5% | -7.3% | +107.8% | +98.8% |
| All | +100.5% | -9.3% | +109.8% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling