+681.4%
NFLX vs GWW
+570.2%
+111.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -1.1% | -3.4% | +2.3% | -0.2% |
| 30D | +4.3% | -1.9% | +6.2% | +4.7% |
| 3M | -4.8% | -2.4% | -2.4% | -4.4% |
| 6M | -18.4% | +15.7% | -34.2% | -22.0% |
| YTD | -17.4% | +27.6% | -45.0% | -23.1% |
| 1Y | -35.7% | +27.2% | -62.9% | -40.2% |
| 3Y | +73.8% | +89.7% | -15.9% | +42.7% |
| 5Y | +29.3% | +223.9% | -194.6% | -8.7% |
| All | +681.4% | +570.2% | +111.3% | +412.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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