-2.5%
NFLX vs WAT
+35.9%
-38.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.1% |
| 7D | +2.6% | +6.0% | -3.5% | +1.5% |
| 30D | -9.0% | +9.9% | -18.9% | -10.7% |
| 3M | -13.7% | +17.2% | -30.9% | -16.3% |
| 6M | -26.9% | +34.2% | -61.1% | -31.0% |
| YTD | -31.8% | +25.5% | -57.3% | -35.1% |
| 1Y | -42.1% | +28.3% | -70.3% | -45.2% |
| 3Y | +47.0% | +88.4% | -41.4% | +14.7% |
| 5Y | -2.5% | +36.1% | -38.7% | -10.4% |
| All | -2.5% | +35.9% | -38.4% | -10.4% |
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