+544.2%
WMT vs FLEX
+608.2%
-63.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.7% |
| 7D | +2.0% | +7.5% | -5.4% | +1.6% |
| 30D | +10.3% | -25.3% | +35.6% | +11.8% |
| 3M | +11.0% | -39.7% | +50.6% | +13.8% |
| 6M | -2.3% | -47.9% | +45.5% | +0.6% |
| YTD | +15.7% | +24.1% | -8.4% | +9.5% |
| 1Y | +26.0% | +26.0% | 0.0% | +18.9% |
| 3Y | +136.5% | +282.7% | -146.2% | +97.4% |
| 5Y | +176.8% | +424.2% | -247.4% | +121.9% |
| All | +544.2% | +608.2% | -63.9% | +390.5% |
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