+1.5%
NFLX vs SW
-1.6%
+3.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | +5.7% | +4.7% | +1.0% | +5.2% |
| 30D | -4.6% | +5.0% | -9.6% | -5.1% |
| 3M | -11.6% | -7.3% | -4.3% | -11.0% |
| 6M | -25.4% | +15.0% | -40.4% | -26.7% |
| YTD | -30.1% | +18.5% | -48.6% | -31.9% |
| 1Y | -40.3% | +27.1% | -67.4% | -42.4% |
| 3Y | +51.6% | +49.3% | +2.3% | +42.4% |
| 5Y | +1.5% | -1.6% | +3.2% | -2.4% |
| All | +1.5% | -1.6% | +3.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling