-39.3%
NFLX vs SW
+29.5%
-68.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.6% |
| 7D | +7.1% | +12.1% | -5.0% | +6.9% |
| 30D | -1.6% | +6.6% | -8.2% | -1.8% |
| 3M | -9.8% | -6.0% | -3.7% | -9.9% |
| 6M | -27.1% | +21.5% | -48.5% | -26.4% |
| YTD | -29.2% | +20.3% | -49.5% | -27.4% |
| 1Y | -39.3% | +28.1% | -67.4% | -36.3% |
| All | -39.3% | +29.5% | -68.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling