+4,520.6%
WMT vs FLEX
+5,397.3%
-876.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.2% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +11.1% | -32.6% | +43.8% | +14.3% |
| 3M | +11.2% | -35.5% | +46.7% | +14.6% |
| 6M | -1.3% | -45.6% | +44.3% | +2.5% |
| YTD | +13.5% | +30.7% | -17.2% | +7.3% |
| 1Y | +22.5% | +28.4% | -5.9% | +15.8% |
| 3Y | +134.1% | +301.7% | -167.5% | +95.4% |
| 5Y | +170.3% | +473.3% | -303.0% | +115.6% |
| 10Y | +525.5% | +651.7% | -126.2% | +365.0% |
| All | +4,520.6% | +5,397.3% | -876.8% | +2,329.6% |
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 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