-40.3%
NFLX vs SW
+25.8%
-66.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +5.7% | +4.7% | +1.0% | +5.6% |
| 30D | -4.6% | +5.0% | -9.6% | -4.7% |
| 3M | -11.6% | -7.3% | -4.3% | -11.7% |
| 6M | -25.4% | +15.0% | -40.4% | -24.8% |
| YTD | -30.1% | +18.5% | -48.6% | -28.3% |
| 1Y | -40.3% | +27.1% | -67.4% | -37.4% |
| All | -40.3% | +25.8% | -66.1% | -37.4% |
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