+82.9%
ROKU vs WAT
+52.2%
+30.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -2.6% | -2.9% | +0.2% | -1.8% |
| 30D | +2.1% | -3.2% | +5.3% | +3.1% |
| 3M | +31.8% | +10.6% | +21.2% | +27.2% |
| 6M | +53.3% | +34.0% | +19.2% | +37.7% |
| YTD | +42.1% | +5.7% | +36.3% | +37.6% |
| 1Y | +62.3% | +37.1% | +25.3% | +41.6% |
| All | +82.9% | +52.2% | +30.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling