+409.0%
NFLX vs WM
+339.4%
+69.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | -9.0% | +13.1% | -22.1% | -12.8% |
| 3M | -14.0% | +3.6% | -17.6% | -15.1% |
| 6M | -28.2% | +8.1% | -36.2% | -30.2% |
| YTD | -32.4% | +8.9% | -41.3% | -34.6% |
| 1Y | -42.2% | +20.3% | -62.5% | -46.1% |
| 3Y | +45.9% | +46.2% | -0.3% | +24.8% |
| 5Y | -1.8% | +59.9% | -61.7% | -19.8% |
| All | +409.0% | +339.4% | +69.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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