-0.7%
NFLX vs SW
-0.1%
-0.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.3% |
| 7D | +7.1% | +12.1% | -5.0% | +5.9% |
| 30D | -1.6% | +6.6% | -8.2% | -2.3% |
| 3M | -9.8% | -6.0% | -3.7% | -9.3% |
| 6M | -27.1% | +21.5% | -48.5% | -28.8% |
| YTD | -29.2% | +20.3% | -49.5% | -31.1% |
| 1Y | -39.3% | +28.1% | -67.4% | -41.4% |
| 3Y | +53.6% | +51.6% | +2.0% | +43.9% |
| 5Y | -0.7% | -0.1% | -0.5% | -4.8% |
| All | -0.7% | -0.1% | -0.5% | -4.8% |
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