+26.7%
NFLX vs BBWI
-66.8%
+93.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | -5.0% | +1.6% | -6.6% | -5.3% |
| 30D | +3.5% | -6.2% | +9.8% | +4.3% |
| 3M | -7.1% | +4.3% | -11.4% | -8.4% |
| 6M | -22.5% | -7.2% | -15.3% | -22.7% |
| YTD | -18.1% | -3.0% | -15.1% | -19.7% |
| 1Y | -38.3% | -30.8% | -7.6% | -35.8% |
| 3Y | +73.4% | -43.4% | +116.8% | +76.7% |
| 5Y | +26.7% | -66.7% | +93.4% | +49.5% |
| All | +26.7% | -66.8% | +93.5% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling