+1,294.5%
WDC vs FLEX
+1,062.4%
+232.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | -0.6% |
| 7D | +6.0% | +7.0% | -1.0% | +1.6% |
| 30D | +9.9% | -5.8% | +15.7% | +14.2% |
| 3M | -9.4% | -24.2% | +14.8% | +8.9% |
| 6M | +94.7% | +90.8% | +3.9% | +23.7% |
| YTD | +177.4% | +89.2% | +88.2% | +78.4% |
| 1Y | +412.6% | +104.7% | +307.9% | +212.8% |
| 3Y | +1,359.8% | +478.1% | +881.7% | +339.1% |
| 5Y | +992.6% | +726.2% | +266.4% | +153.6% |
| All | +1,294.5% | +1,062.4% | +232.2% | +135.5% |
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