+448.2%
NFLX vs WDC
+653.2%
-205.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | 0.0% |
| 7D | -2.0% | +12.1% | -14.1% | -4.0% |
| 30D | -11.9% | -18.8% | +6.9% | -9.6% |
| 3M | -20.6% | -39.3% | +18.7% | -14.9% |
| 6M | -29.0% | -40.1% | +11.1% | -26.7% |
| YTD | -33.7% | +71.8% | -105.5% | -48.6% |
| 1Y | -46.2% | +88.5% | -134.6% | -59.6% |
| 3Y | +39.8% | +770.0% | -730.2% | -34.8% |
| 5Y | -9.0% | +549.0% | -558.0% | -55.3% |
| All | +448.2% | +653.2% | -205.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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