+64,065.9%
NFLX vs ITW
+1,200.1%
+62,865.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -5.0% | -0.4% | -4.6% | -4.8% |
| 30D | +3.5% | -9.4% | +13.0% | +9.1% |
| 3M | -7.1% | +7.1% | -14.2% | -10.8% |
| 6M | -22.5% | -1.9% | -20.6% | -22.5% |
| YTD | -18.1% | +10.4% | -28.6% | -23.7% |
| 1Y | -38.3% | +3.3% | -41.6% | -40.7% |
| 3Y | +73.4% | +21.0% | +52.4% | +49.1% |
| 5Y | +26.7% | +36.3% | -9.6% | +1.2% |
| 10Y | +670.3% | +185.8% | +484.5% | +262.9% |
| All | +64,065.9% | +1,200.1% | +62,865.7% | +8,176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling