+894.8%
NFLX vs W
+224.6%
+670.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | 0.0% |
| 7D | +2.6% | +3.3% | -0.7% | +1.9% |
| 30D | -9.0% | +10.5% | -19.6% | -10.8% |
| 3M | -13.7% | +9.6% | -23.4% | -15.5% |
| 6M | -26.9% | +76.4% | -103.3% | -35.6% |
| YTD | -31.8% | +16.4% | -48.2% | -36.1% |
| 1Y | -42.1% | +9.3% | -51.4% | -45.3% |
| 3Y | +47.0% | +172.8% | -125.8% | +5.1% |
| 5Y | -2.5% | -53.4% | +50.9% | -15.1% |
| 10Y | +423.4% | +243.6% | +179.7% | +216.8% |
| All | +894.8% | +224.6% | +670.2% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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