+559.3%
ROKU vs WCC
+535.5%
+23.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.9% |
| 7D | -0.4% | +1.5% | -2.0% | -1.1% |
| 30D | +2.1% | -2.1% | +4.2% | +2.4% |
| 3M | +29.5% | +3.8% | +25.7% | +25.7% |
| 6M | +53.8% | +35.0% | +18.8% | +34.0% |
| YTD | +42.8% | +46.4% | -3.6% | +19.8% |
| 1Y | +60.7% | +63.0% | -2.3% | +28.3% |
| 3Y | +83.9% | +133.9% | -50.0% | +23.8% |
| 5Y | -52.8% | +226.5% | -279.3% | -71.6% |
| All | +559.3% | +535.5% | +23.7% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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