+452.9%
NFLX vs BBWI
-48.2%
+501.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.5% |
| 7D | -4.4% | -4.5% | +0.2% | -3.8% |
| 30D | -11.0% | +17.1% | -28.1% | -12.7% |
| 3M | -15.5% | +17.5% | -33.0% | -17.4% |
| 6M | -28.5% | +12.8% | -41.3% | -30.1% |
| YTD | -33.1% | +8.2% | -41.3% | -34.9% |
| 1Y | -45.8% | -1.8% | -44.0% | -46.9% |
| 3Y | +40.2% | -25.8% | +65.9% | +37.9% |
| 5Y | -8.2% | -68.0% | +59.9% | -3.1% |
| All | +452.9% | -48.2% | +501.1% | +434.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling