+670.3%
NFLX vs WST
+321.8%
+348.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -4.6% | +8.2% | +4.8% |
| 3M | -7.1% | +5.7% | -12.8% | -8.7% |
| 6M | -22.5% | +37.6% | -60.0% | -29.6% |
| YTD | -18.1% | +23.0% | -41.2% | -23.5% |
| 1Y | -38.3% | +33.8% | -72.2% | -44.2% |
| 3Y | +73.4% | -13.4% | +86.7% | +66.4% |
| 5Y | +26.7% | -27.0% | +53.6% | +27.2% |
| 10Y | +670.3% | +324.5% | +345.8% | +250.6% |
| All | +670.3% | +321.8% | +348.5% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling