+550.6%
ROKU vs NWSA
+147.1%
+403.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -3.0% | -3.1% | 0.0% | -1.2% |
| 30D | +0.7% | +4.3% | -3.6% | -2.0% |
| 3M | +26.5% | +9.2% | +17.2% | +18.6% |
| 6M | +52.6% | +21.6% | +31.1% | +33.4% |
| YTD | +40.9% | +14.2% | +26.7% | +27.9% |
| 1Y | +57.6% | +1.8% | +55.9% | +53.0% |
| 3Y | +83.2% | +44.4% | +38.7% | +46.6% |
| 5Y | -54.8% | +41.0% | -95.8% | -63.4% |
| All | +550.6% | +147.1% | +403.5% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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