+555.8%
ROKU vs WPM
+782.3%
-226.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.5% |
| 7D | -2.6% | -3.6% | +1.0% | -2.0% |
| 30D | +2.1% | +12.5% | -10.3% | -0.5% |
| 3M | +31.8% | +40.6% | -8.8% | +22.3% |
| 6M | +53.3% | +0.5% | +52.7% | +51.5% |
| YTD | +42.1% | +29.0% | +13.0% | +33.9% |
| 1Y | +62.3% | +43.8% | +18.5% | +49.5% |
| 3Y | +84.6% | +266.3% | -181.6% | +40.7% |
| 5Y | -53.1% | +255.1% | -308.2% | -64.6% |
| All | +555.8% | +782.3% | -226.5% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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