+27.0%
NFLX vs WMT
+129.6%
-102.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | -0.3% | -5.8% | +5.5% | +1.2% |
| 3M | -6.6% | -10.8% | +4.2% | -3.7% |
| 6M | -22.7% | -14.3% | -8.3% | -19.6% |
| YTD | -18.9% | -4.4% | -14.5% | -19.2% |
| 1Y | -39.8% | +4.3% | -44.1% | -42.1% |
| 3Y | +71.7% | +100.1% | -28.4% | +28.0% |
| All | +27.0% | +129.6% | -102.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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