+4,698.9%
WDC vs FLEX
+5,341.7%
-642.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.0% | -2.2% | +5.1% |
| 7D | -14.4% | -7.2% | -7.3% | -11.5% |
| 30D | -27.1% | -34.8% | +7.7% | -13.6% |
| 3M | -33.3% | -35.6% | +2.3% | -20.9% |
| 6M | -39.6% | -45.0% | +5.4% | -22.9% |
| YTD | +68.4% | +29.4% | +39.0% | +51.3% |
| 1Y | +78.2% | +24.8% | +53.4% | +62.5% |
| 3Y | +772.0% | +304.4% | +467.6% | +405.6% |
| 5Y | +584.9% | +484.1% | +100.8% | +243.2% |
| 10Y | +653.4% | +640.4% | +13.0% | +237.7% |
| All | +4,698.9% | +5,341.7% | -642.7% | +922.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling