+83.9%
ROKU vs WCN
+18.4%
+65.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.3% |
| 30D | +2.1% | -3.4% | +5.5% | +2.8% |
| 3M | +29.5% | +3.0% | +26.5% | +28.4% |
| 6M | +53.8% | -3.8% | +57.5% | +55.2% |
| YTD | +42.8% | -8.3% | +51.1% | +45.9% |
| 1Y | +60.7% | -9.7% | +70.5% | +65.1% |
| 3Y | +83.9% | +17.2% | +66.7% | +46.7% |
| All | +83.9% | +18.4% | +65.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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