+772.0%
WDC vs FLEX
+300.7%
+471.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.0% | -2.2% | +2.5% |
| 7D | -14.4% | -7.2% | -7.3% | -10.3% |
| 30D | -27.1% | -34.8% | +7.7% | -6.2% |
| 3M | -33.3% | -35.6% | +2.3% | -14.3% |
| 6M | -39.6% | -45.0% | +5.4% | -13.7% |
| YTD | +68.4% | +29.4% | +39.0% | +35.8% |
| 1Y | +78.2% | +24.8% | +53.4% | +46.8% |
| 3Y | +772.0% | +304.4% | +467.6% | +317.7% |
| All | +772.0% | +300.7% | +471.4% | +317.7% |
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