+561.0%
ROKU vs WAT
+126.1%
+434.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +1.5% | -1.0% | +2.4% | +1.7% |
| 3M | +25.7% | +10.9% | +14.8% | +18.9% |
| 6M | +54.5% | +33.2% | +21.3% | +32.1% |
| YTD | +43.2% | +6.1% | +37.1% | +35.5% |
| 1Y | +56.3% | +30.2% | +26.1% | +32.2% |
| 3Y | +86.1% | +52.9% | +33.2% | +34.9% |
| 5Y | -53.6% | -5.1% | -48.4% | -57.0% |
| All | +561.0% | +126.1% | +434.9% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling