-2.7%
NFLX vs WST
-0.1%
-2.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -3.6% |
| 7D | +2.1% | -3.1% | +5.2% | +2.7% |
| 30D | -9.0% | +9.1% | -18.1% | -10.5% |
| 3M | -14.0% | +14.7% | -28.6% | -16.2% |
| 6M | -28.2% | +28.0% | -56.2% | -31.6% |
| YTD | -32.4% | +45.6% | -78.0% | -37.5% |
| 1Y | -42.2% | +45.7% | -87.9% | -46.7% |
| 3Y | +45.9% | +21.1% | +24.8% | +29.6% |
| All | -2.7% | -0.1% | -2.5% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling