+26.7%
NFLX vs WAT
-4.5%
+31.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +3.5% | -1.0% | +4.5% | +3.7% |
| 3M | -7.1% | +10.9% | -18.0% | -9.0% |
| 6M | -22.5% | +33.2% | -55.6% | -27.2% |
| YTD | -18.1% | +6.1% | -24.2% | -19.6% |
| 1Y | -38.3% | +30.2% | -68.6% | -42.6% |
| 3Y | +73.4% | +52.9% | +20.5% | +41.9% |
| 5Y | +26.7% | -5.1% | +31.8% | +27.1% |
| All | +26.7% | -4.5% | +31.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling