-52.0%
ROKU vs WEC
+30.6%
-82.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | +2.1% | -2.6% | +4.7% | +2.2% |
| 3M | +29.5% | -6.0% | +35.5% | +29.7% |
| 6M | +53.8% | -5.4% | +59.2% | +54.0% |
| YTD | +42.8% | +2.5% | +40.3% | +42.5% |
| 1Y | +60.7% | -0.7% | +61.5% | +60.6% |
| 3Y | +83.9% | +38.7% | +45.2% | +73.5% |
| All | -52.0% | +30.6% | -82.6% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling