+5,681.7%
FLEX vs WY
+258.4%
+5,423.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.2% | -5.1% | +7.3% | +5.1% |
| 30D | -32.6% | +9.0% | -41.7% | -36.8% |
| 3M | -35.5% | -16.7% | -18.8% | -30.3% |
| 6M | -45.6% | -10.3% | -35.3% | -44.1% |
| YTD | +30.7% | -10.5% | +41.2% | +33.6% |
| 1Y | +28.4% | -5.9% | +34.2% | +27.4% |
| 3Y | +301.7% | -24.7% | +326.4% | +339.5% |
| 5Y | +473.3% | -31.5% | +504.8% | +556.5% |
| 10Y | +651.7% | +4.7% | +647.0% | +555.9% |
| All | +5,681.7% | +258.4% | +5,423.3% | +2,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling