+448.2%
NFLX vs WM
+330.8%
+117.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.0% | +3.2% | -5.2% | -3.1% |
| 30D | -11.9% | +13.0% | -24.9% | -15.7% |
| 3M | -20.6% | +9.2% | -29.8% | -23.0% |
| 6M | -29.0% | +13.6% | -42.7% | -32.3% |
| YTD | -33.7% | +12.4% | -46.1% | -36.6% |
| 1Y | -46.2% | +21.2% | -67.4% | -49.9% |
| 3Y | +39.8% | +48.7% | -8.9% | +18.8% |
| 5Y | -9.0% | +61.9% | -70.8% | -26.0% |
| All | +448.2% | +330.8% | +117.4% | +158.1% |
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