+1,117.3%
NFLX vs W
+176.2%
+941.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.9% | -5.8% |
| 7D | -4.2% | -4.2% | -0.1% | -3.6% |
| 30D | +5.5% | -7.6% | +13.0% | +6.7% |
| 3M | -4.1% | +37.2% | -41.2% | -11.0% |
| 6M | -20.7% | +26.3% | -47.0% | -26.1% |
| YTD | -16.5% | -1.0% | -15.6% | -19.4% |
| 1Y | -37.8% | +20.1% | -57.9% | -42.8% |
| 3Y | +77.9% | +37.8% | +40.1% | +45.1% |
| 5Y | +32.5% | -63.7% | +96.2% | +20.4% |
| 10Y | +703.6% | +156.3% | +547.2% | +407.8% |
| All | +1,117.3% | +176.2% | +941.1% | +643.6% |
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