+53.4%
ROKU vs WAB
+46.5%
+6.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +4.8% | +4.5% | +0.3% | +3.8% |
| 30D | +6.1% | +1.1% | +5.0% | +5.8% |
| 3M | +10.5% | -1.3% | +11.7% | +10.8% |
| 6M | +29.2% | +12.7% | +16.4% | +23.8% |
| YTD | +50.0% | +38.7% | +11.4% | +30.7% |
| 1Y | +53.4% | +44.9% | +8.5% | +30.0% |
| All | +53.4% | +46.5% | +6.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling