-21.1%
NFLX vs WETO
-99.4%
+78.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | -8.1% | -19.9% | +11.8% | -8.2% |
| 30D | +1.6% | -42.7% | +44.3% | +3.2% |
| 3M | -7.3% | -97.7% | +90.4% | -6.5% |
| 6M | -21.6% | -94.4% | +72.8% | -20.1% |
| YTD | -18.9% | -97.0% | +78.1% | -17.4% |
| 1Y | -39.1% | -98.9% | +59.8% | -38.3% |
| All | -21.1% | -99.4% | +78.3% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling