+561.0%
ROKU vs WEC
+128.2%
+432.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | +1.5% | +0.3% | +1.1% | +1.4% |
| 3M | +25.7% | -2.9% | +28.6% | +26.0% |
| 6M | +54.5% | -5.9% | +60.4% | +55.2% |
| YTD | +43.2% | +4.1% | +39.0% | +42.4% |
| 1Y | +56.3% | +3.1% | +53.2% | +55.4% |
| 3Y | +86.1% | +40.8% | +45.3% | +75.8% |
| 5Y | -53.6% | +31.7% | -85.3% | -56.0% |
| All | +561.0% | +128.2% | +432.8% | +599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling