+992.2%
WDC vs FLEX
+698.8%
+293.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | -0.6% |
| 7D | +6.0% | +7.0% | -1.0% | +1.6% |
| 30D | +9.9% | -5.8% | +15.7% | +14.1% |
| 3M | -9.4% | -24.2% | +14.8% | +8.1% |
| 6M | +94.7% | +90.8% | +3.9% | +26.0% |
| YTD | +177.3% | +89.2% | +88.1% | +81.8% |
| 1Y | +412.4% | +104.7% | +307.7% | +219.7% |
| 3Y | +1,359.3% | +478.1% | +881.2% | +376.3% |
| 5Y | +992.2% | +726.2% | +266.0% | +160.9% |
| All | +992.2% | +698.8% | +293.4% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling