+14,747.6%
NFLX vs SW
+743.1%
+14,004.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.4% |
| 7D | +7.1% | +12.1% | -5.0% | +6.1% |
| 30D | -1.6% | +6.6% | -8.2% | -2.2% |
| 3M | -9.8% | -6.0% | -3.7% | -9.4% |
| 6M | -27.1% | +21.5% | -48.5% | -28.4% |
| YTD | -29.2% | +20.3% | -49.5% | -30.7% |
| 1Y | -39.3% | +28.1% | -67.4% | -40.9% |
| 3Y | +53.6% | +51.6% | +2.0% | +46.3% |
| 5Y | -0.7% | -0.1% | -0.5% | -4.2% |
| 10Y | +444.0% | +189.7% | +254.3% | +379.2% |
| All | +14,747.6% | +743.1% | +14,004.5% | +11,724.0% |
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