+555.8%
ROKU vs WSM
+970.2%
-414.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | -2.6% | +0.4% | -3.1% | -2.9% |
| 30D | +2.1% | -10.7% | +12.8% | +7.4% |
| 3M | +31.8% | +8.5% | +23.3% | +26.2% |
| 6M | +53.3% | +19.6% | +33.6% | +39.5% |
| YTD | +42.1% | +26.6% | +15.5% | +25.4% |
| 1Y | +62.3% | +12.0% | +50.4% | +50.8% |
| 3Y | +84.6% | +226.6% | -142.0% | -7.4% |
| 5Y | -53.1% | +174.1% | -227.2% | -74.9% |
| All | +555.8% | +970.2% | -414.4% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling