+212.9%
WBD vs FLEX
+494.1%
-281.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +89.8% | -55.5% | +0.1% |
| 7D | +34.3% | +89.8% | -55.5% | +0.1% |
| 30D | +34.3% | +89.8% | -55.5% | +0.1% |
| 3M | +34.3% | +89.8% | -55.5% | +0.1% |
| 6M | +34.3% | +89.8% | -55.5% | +0.1% |
| YTD | +34.3% | +89.8% | -55.5% | +0.1% |
| 1Y | +63.0% | +108.0% | -45.0% | +16.5% |
| All | +212.9% | +494.1% | -281.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling