+83.9%
ROKU vs WSM
+230.1%
-146.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +2.1% | -7.7% | +9.8% | +4.8% |
| 3M | +29.5% | +3.8% | +25.7% | +27.4% |
| 6M | +53.8% | +22.7% | +31.1% | +42.4% |
| YTD | +42.8% | +28.0% | +14.8% | +30.1% |
| 1Y | +60.7% | +12.7% | +48.0% | +52.2% |
| 3Y | +83.9% | +231.3% | -147.4% | +15.0% |
| All | +83.9% | +230.1% | -146.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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