-52.0%
ROKU vs GWW
+222.0%
-274.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -0.4% | -3.4% | +2.9% | +1.4% |
| 30D | +2.1% | -1.9% | +4.0% | +3.0% |
| 3M | +29.5% | -2.4% | +31.9% | +30.3% |
| 6M | +53.8% | +15.7% | +38.1% | +39.5% |
| YTD | +42.8% | +27.6% | +15.2% | +21.6% |
| 1Y | +60.7% | +27.2% | +33.5% | +36.7% |
| 3Y | +83.9% | +89.7% | -5.8% | +24.5% |
| All | -52.0% | +222.0% | -274.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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