+452.9%
NFLX vs BWA
+94.6%
+358.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -4.4% | +7.3% | -11.7% | -5.8% |
| 30D | -11.0% | -15.8% | +4.8% | -8.0% |
| 3M | -15.5% | -25.7% | +10.2% | -10.6% |
| 6M | -28.5% | -19.6% | -8.9% | -26.2% |
| YTD | -33.1% | +14.1% | -47.2% | -37.7% |
| 1Y | -45.8% | +12.2% | -58.0% | -49.4% |
| 3Y | +40.2% | +63.8% | -23.7% | +14.7% |
| 5Y | -8.2% | +28.7% | -36.9% | -21.8% |
| All | +452.9% | +94.6% | +358.3% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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