-8.5%
NFLX vs WCN
+48.0%
-56.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | +2.6% | -4.6% | -3.1% |
| 30D | -11.9% | +23.9% | -35.9% | -19.8% |
| 3M | -20.6% | +17.4% | -38.0% | -26.0% |
| 6M | -29.0% | +28.0% | -57.0% | -36.4% |
| YTD | -33.7% | +11.6% | -45.3% | -37.1% |
| 1Y | -46.2% | +16.9% | -63.0% | -50.1% |
| 3Y | +39.8% | +51.6% | -11.8% | +11.5% |
| All | -8.5% | +48.0% | -56.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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