+555.8%
ROKU vs GWW
+699.0%
-143.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.6% | -3.1% | +0.5% | -1.4% |
| 30D | +2.1% | -2.3% | +4.5% | +3.0% |
| 3M | +31.8% | -3.3% | +35.1% | +33.0% |
| 6M | +53.3% | +15.4% | +37.9% | +43.3% |
| YTD | +42.1% | +26.7% | +15.3% | +27.3% |
| 1Y | +62.3% | +29.0% | +33.4% | +44.2% |
| 3Y | +84.6% | +89.0% | -4.3% | +42.2% |
| 5Y | -53.1% | +221.8% | -274.8% | -69.7% |
| All | +555.8% | +699.0% | -143.2% | +350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling