+428.1%
WMT vs FLEX
+1,128.1%
-700.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +0.9% |
| 7D | 0.0% | +5.7% | -5.7% | -0.4% |
| 30D | -7.4% | -7.0% | -0.4% | -7.1% |
| 3M | -10.9% | -23.8% | +13.0% | -9.6% |
| 6M | -12.7% | +82.6% | -95.3% | -18.6% |
| YTD | -3.2% | +91.6% | -94.8% | -10.3% |
| 1Y | +5.3% | +100.6% | -95.3% | -3.2% |
| 3Y | +101.9% | +479.8% | -377.9% | +65.0% |
| 5Y | +134.6% | +746.5% | -611.9% | +83.0% |
| All | +428.1% | +1,128.1% | -700.1% | +279.6% |
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