+65,302.9%
NFLX vs WSM
+2,195.0%
+63,107.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.9% |
| 7D | -4.2% | -3.3% | -1.0% | -3.4% |
| 30D | +5.5% | -8.4% | +13.8% | +7.9% |
| 3M | -4.1% | +9.7% | -13.7% | -7.0% |
| 6M | -20.7% | +16.7% | -37.4% | -24.9% |
| YTD | -16.5% | +28.7% | -45.2% | -23.4% |
| 1Y | -37.8% | +13.7% | -51.4% | -41.2% |
| 3Y | +77.9% | +230.1% | -152.2% | +14.9% |
| 5Y | +32.5% | +179.0% | -146.4% | -12.3% |
| 10Y | +703.6% | +1,002.5% | -299.0% | +211.3% |
| All | +65,302.9% | +2,195.0% | +63,107.9% | +13,238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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