+82.9%
ROKU vs WEC
+39.2%
+43.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -2.6% | -1.3% | -1.4% | -2.6% |
| 30D | +2.1% | -0.4% | +2.5% | +2.2% |
| 3M | +31.8% | -6.8% | +38.6% | +31.8% |
| 6M | +53.3% | -6.4% | +59.7% | +53.4% |
| YTD | +42.1% | +2.5% | +39.6% | +41.9% |
| 1Y | +62.3% | -0.4% | +62.7% | +62.1% |
| All | +82.9% | +39.2% | +43.7% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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