+559.3%
ROKU vs WAT
+129.1%
+430.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.3% |
| 7D | -0.4% | -0.3% | -0.2% | -0.3% |
| 30D | +2.1% | -1.9% | +3.9% | +2.8% |
| 3M | +29.5% | +13.5% | +16.0% | +21.2% |
| 6M | +53.8% | +37.2% | +16.6% | +29.6% |
| YTD | +42.8% | +7.5% | +35.3% | +34.3% |
| 1Y | +60.7% | +35.0% | +25.7% | +33.5% |
| 3Y | +83.9% | +55.1% | +28.8% | +32.4% |
| 5Y | -52.8% | -2.8% | -50.0% | -56.8% |
| All | +559.3% | +129.1% | +430.2% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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