+559.3%
ROKU vs WAB
+297.6%
+261.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | +2.1% | -4.1% | +6.1% | +3.7% |
| 3M | +29.5% | +8.2% | +21.3% | +24.6% |
| 6M | +53.8% | +15.4% | +38.4% | +43.8% |
| YTD | +42.8% | +33.1% | +9.7% | +25.7% |
| 1Y | +60.7% | +48.1% | +12.7% | +35.2% |
| 3Y | +83.9% | +167.7% | -83.8% | +26.0% |
| 5Y | -52.8% | +225.7% | -278.5% | -69.1% |
| All | +559.3% | +297.6% | +261.7% | +338.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling