+54,696.4%
NFLX vs WM
+1,515.0%
+53,181.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.8% |
| 7D | +5.7% | +4.5% | +1.2% | +3.4% |
| 30D | -4.6% | +16.1% | -20.6% | -11.4% |
| 3M | -11.6% | +8.0% | -19.7% | -15.1% |
| 6M | -25.4% | +8.4% | -33.8% | -28.6% |
| YTD | -30.1% | +11.2% | -41.3% | -34.1% |
| 1Y | -40.3% | +22.3% | -62.6% | -46.5% |
| 3Y | +51.6% | +50.2% | +1.4% | +20.2% |
| 5Y | +1.5% | +63.3% | -61.8% | -24.1% |
| 10Y | +437.2% | +355.0% | +82.2% | +119.3% |
| All | +54,696.4% | +1,515.0% | +53,181.3% | +8,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling