-2.5%
NFLX vs BBWI
-67.1%
+64.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +2.6% | -6.2% | +8.7% | +3.6% |
| 30D | -9.0% | +25.5% | -34.5% | -12.4% |
| 3M | -13.7% | +8.0% | -21.7% | -15.3% |
| 6M | -26.9% | +12.7% | -39.6% | -29.2% |
| YTD | -31.8% | +11.6% | -43.4% | -34.8% |
| 1Y | -42.1% | -0.9% | -41.2% | -43.8% |
| 3Y | +47.0% | -22.7% | +69.7% | +38.3% |
| 5Y | -2.5% | -67.2% | +64.7% | +16.7% |
| All | -2.5% | -67.1% | +64.6% | +16.7% |
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