+660.4%
WDC vs FLEX
+569.1%
+91.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.5% |
| 7D | -16.7% | -13.6% | -3.1% | -8.6% |
| 30D | -27.2% | -36.5% | +9.3% | -4.1% |
| 3M | -34.0% | -36.4% | +2.4% | -14.0% |
| 6M | -39.7% | -46.5% | +6.8% | -11.6% |
| YTD | +68.1% | +25.9% | +42.1% | +36.7% |
| 1Y | +66.3% | +19.6% | +46.7% | +39.5% |
| 3Y | +754.4% | +287.0% | +467.4% | +229.0% |
| 5Y | +595.8% | +466.6% | +129.2% | +101.3% |
| 10Y | +660.4% | +626.9% | +33.5% | +68.6% |
| All | +660.4% | +569.1% | +91.3% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling