+99.4%
WMT vs FLEX
+465.7%
-366.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.2% | +6.4% | -6.6% | -0.4% |
| 30D | -5.8% | -5.9% | 0.0% | -5.8% |
| 3M | -10.8% | -23.5% | +12.7% | -10.3% |
| 6M | -14.3% | +83.7% | -98.1% | -18.7% |
| YTD | -4.4% | +86.5% | -90.9% | -9.6% |
| 1Y | +4.3% | +100.5% | -96.2% | -2.3% |
| All | +99.4% | +465.7% | -366.4% | +72.4% |
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