-52.0%
ROKU vs WAT
-3.5%
-48.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.2% |
| 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% | +21.5% |
| 6M | +53.8% | +37.2% | +16.6% | +30.2% |
| YTD | +42.8% | +7.5% | +35.3% | +34.8% |
| 1Y | +60.7% | +35.0% | +25.7% | +33.6% |
| 3Y | +83.9% | +55.1% | +28.8% | +26.8% |
| All | -52.0% | -3.5% | -48.5% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling