+667.6%
NFLX vs BBWI
-57.0%
+724.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.2% |
| 7D | -8.1% | -4.4% | -3.7% | -7.7% |
| 30D | -0.3% | -7.4% | +7.0% | +0.4% |
| 3M | -6.6% | -2.2% | -4.4% | -6.8% |
| 6M | -22.7% | -16.3% | -6.4% | -21.9% |
| YTD | -18.9% | -9.1% | -9.8% | -19.3% |
| 1Y | -39.8% | -34.5% | -5.3% | -38.0% |
| 3Y | +71.7% | -47.0% | +118.7% | +76.3% |
| 5Y | +27.2% | -68.8% | +96.1% | +35.5% |
| All | +667.6% | -57.0% | +724.6% | +676.1% |
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