+884.1%
NFLX vs W
+212.6%
+671.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.4% |
| 7D | -0.3% | +1.1% | -1.3% | -0.5% |
| 30D | -10.0% | +6.4% | -16.4% | -11.2% |
| 3M | -17.1% | +9.0% | -26.0% | -18.7% |
| 6M | -27.7% | +69.8% | -97.5% | -35.9% |
| YTD | -32.5% | +12.1% | -44.6% | -36.4% |
| 1Y | -43.5% | 0.0% | -43.5% | -45.8% |
| 3Y | +41.4% | +160.3% | -118.9% | +2.0% |
| 5Y | -2.2% | -53.3% | +51.1% | -14.8% |
| 10Y | +448.1% | +217.0% | +231.1% | +235.3% |
| All | +884.1% | +212.6% | +671.5% | +486.4% |
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