+687.9%
NFLX vs WEC
+141.2%
+546.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.9% |
| 7D | -8.1% | +0.4% | -8.5% | -8.1% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | -6.6% | -5.3% | -1.3% | -6.1% |
| 6M | -22.7% | -6.6% | -16.1% | -22.1% |
| YTD | -18.9% | +3.3% | -22.2% | -19.1% |
| 1Y | -39.8% | +2.1% | -41.9% | -39.9% |
| 3Y | +71.7% | +39.6% | +32.1% | +64.9% |
| 5Y | +27.2% | +31.2% | -3.9% | +22.9% |
| 10Y | +687.9% | +148.4% | +539.4% | +609.3% |
| All | +687.9% | +141.2% | +546.7% | +609.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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