+667.4%
NFLX vs BBWI
-57.7%
+725.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -8.1% | -8.0% | 0.0% | -7.2% |
| 30D | +1.6% | -6.6% | +8.3% | +2.2% |
| 3M | -7.3% | -2.7% | -4.6% | -7.5% |
| 6M | -21.6% | -12.8% | -8.8% | -21.2% |
| YTD | -18.9% | -10.5% | -8.5% | -19.2% |
| 1Y | -39.1% | -35.3% | -3.7% | -37.2% |
| 3Y | +71.7% | -47.7% | +119.4% | +76.6% |
| 5Y | +27.0% | -68.9% | +95.8% | +35.3% |
| All | +667.4% | -57.7% | +725.1% | +677.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling