+687.2%
WDC vs FLEX
+645.9%
+41.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.6% | +6.0% |
| 7D | -3.2% | +2.2% | -5.5% | -4.0% |
| 30D | -19.0% | -32.6% | +13.6% | +2.9% |
| 3M | -28.4% | -35.5% | +7.1% | -7.5% |
| 6M | -39.2% | -45.6% | +6.3% | -11.8% |
| YTD | +82.1% | +30.7% | +51.4% | +44.8% |
| 1Y | +84.7% | +28.4% | +56.3% | +48.3% |
| 3Y | +825.6% | +301.7% | +524.0% | +248.7% |
| 5Y | +608.2% | +473.3% | +134.9% | +103.6% |
| All | +687.2% | +645.9% | +41.4% | +70.8% |
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