-2.2%
NFLX vs WM
+61.6%
-63.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.3% | +1.2% | -1.4% | -0.6% |
| 30D | -10.0% | +13.7% | -23.7% | -13.4% |
| 3M | -17.1% | +5.2% | -22.3% | -18.4% |
| 6M | -27.7% | +11.2% | -38.9% | -30.1% |
| YTD | -32.5% | +9.4% | -42.0% | -34.4% |
| 1Y | -43.5% | +20.4% | -63.9% | -46.7% |
| 3Y | +41.4% | +44.7% | -3.2% | +23.4% |
| 5Y | -2.2% | +58.5% | -60.7% | -20.4% |
| All | -2.2% | +61.6% | -63.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling