+70.7%
NFLX vs ITW
+18.4%
+52.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.8% |
| 7D | -8.1% | -1.9% | -6.2% | -7.9% |
| 30D | -0.3% | -10.4% | +10.0% | +0.5% |
| 3M | -6.6% | +3.5% | -10.1% | -6.7% |
| 6M | -22.7% | -3.4% | -19.3% | -22.3% |
| YTD | -18.9% | +8.5% | -27.4% | -19.9% |
| 1Y | -39.8% | +3.2% | -43.0% | -40.0% |
| All | +70.7% | +18.4% | +52.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling