+448.2%
NFLX vs WFC
+117.8%
+330.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -11.9% | +7.0% | -18.9% | -13.3% |
| 3M | -20.6% | -1.8% | -18.8% | -20.3% |
| 6M | -29.0% | +18.4% | -47.4% | -32.0% |
| YTD | -33.7% | -5.6% | -28.1% | -33.3% |
| 1Y | -46.2% | +3.9% | -50.0% | -47.2% |
| 3Y | +39.8% | +126.3% | -86.5% | +11.3% |
| 5Y | -9.0% | +91.1% | -100.1% | -25.5% |
| All | +448.2% | +117.8% | +330.4% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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