+448.1%
NFLX vs WAT
+228.2%
+219.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.3% | +3.4% | -3.6% | -1.1% |
| 30D | -10.0% | +9.6% | -19.6% | -12.2% |
| 3M | -17.1% | +15.5% | -32.6% | -20.3% |
| 6M | -27.7% | +33.9% | -61.6% | -33.3% |
| YTD | -32.5% | +25.2% | -57.7% | -37.3% |
| 1Y | -43.5% | +26.3% | -69.8% | -47.7% |
| 3Y | +41.4% | +85.8% | -44.4% | +8.6% |
| 5Y | -2.2% | +35.3% | -37.5% | -16.7% |
| 10Y | +448.1% | +231.8% | +216.3% | +201.6% |
| All | +448.1% | +228.2% | +219.9% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling