+65,302.9%
NFLX vs WM
+1,359.4%
+63,943.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.7% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | +5.5% | -2.4% | +7.8% | +6.6% |
| 3M | -4.1% | +0.4% | -4.5% | -4.6% |
| 6M | -20.7% | -9.5% | -11.2% | -17.2% |
| YTD | -16.5% | +0.5% | -17.0% | -17.3% |
| 1Y | -37.8% | -1.1% | -36.7% | -38.1% |
| 3Y | +77.9% | +46.0% | +31.9% | +42.3% |
| 5Y | +32.5% | +51.8% | -19.3% | +2.5% |
| 10Y | +703.6% | +307.5% | +396.0% | +246.2% |
| All | +65,302.9% | +1,359.4% | +63,943.5% | +10,475.3% |
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