+550.6%
ROKU vs WAB
+293.7%
+256.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -3.0% | +0.2% | -3.3% | -3.1% |
| 30D | +0.7% | -4.6% | +5.3% | +2.5% |
| 3M | +26.5% | +5.6% | +20.8% | +22.8% |
| 6M | +52.6% | +13.8% | +38.8% | +43.6% |
| YTD | +40.9% | +31.9% | +9.1% | +24.5% |
| 1Y | +57.6% | +48.3% | +9.4% | +32.5% |
| 3Y | +83.2% | +167.1% | -84.0% | +25.7% |
| 5Y | -54.8% | +222.9% | -277.7% | -70.3% |
| All | +550.6% | +293.7% | +256.9% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling