+17,400.0%
NFLX vs SW
+755.0%
+16,645.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.4% |
| 7D | -4.2% | -5.1% | +0.8% | -3.9% |
| 30D | +5.5% | -4.6% | +10.0% | +5.8% |
| 3M | -4.1% | +9.4% | -13.4% | -4.9% |
| 6M | -20.7% | +3.5% | -24.2% | -21.2% |
| YTD | -16.5% | +22.0% | -38.6% | -18.3% |
| 1Y | -37.8% | +2.2% | -40.0% | -38.3% |
| 3Y | +77.9% | +19.6% | +58.3% | +72.3% |
| 5Y | +32.5% | -2.3% | +34.8% | +27.9% |
| 10Y | +703.6% | +181.4% | +522.2% | +608.0% |
| All | +17,400.0% | +755.0% | +16,645.0% | +13,825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling