+4,609.5%
WMT vs FLEX
+5,119.6%
-510.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.9% |
| 7D | +2.0% | +7.5% | -5.4% | +1.3% |
| 30D | +10.3% | -25.3% | +35.6% | +12.5% |
| 3M | +11.0% | -39.7% | +50.6% | +15.0% |
| 6M | -2.3% | -47.9% | +45.5% | +1.8% |
| YTD | +15.7% | +24.1% | -8.4% | +9.9% |
| 1Y | +26.0% | +26.0% | 0.0% | +19.2% |
| 3Y | +136.5% | +282.7% | -146.2% | +98.1% |
| 5Y | +176.8% | +424.2% | -247.4% | +122.7% |
| 10Y | +537.5% | +613.8% | -76.2% | +376.1% |
| All | +4,609.5% | +5,119.6% | -510.1% | +2,387.2% |
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