+681.4%
NFLX vs ITW
+194.8%
+486.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | +4.3% | -8.3% | +12.6% | +7.6% |
| 3M | -4.8% | +6.0% | -10.8% | -7.0% |
| 6M | -18.4% | 0.0% | -18.4% | -18.9% |
| YTD | -17.4% | +10.2% | -27.7% | -21.4% |
| 1Y | -35.7% | +3.2% | -38.9% | -37.3% |
| 3Y | +73.8% | +21.0% | +52.8% | +55.6% |
| 5Y | +29.3% | +37.9% | -8.6% | +8.6% |
| All | +681.4% | +194.8% | +486.6% | +426.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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