+559.3%
ROKU vs WTW
+129.8%
+429.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.4% | -5.7% | +5.3% | +2.3% |
| 30D | +2.1% | -7.3% | +9.3% | +5.6% |
| 3M | +29.5% | +21.5% | +8.0% | +17.2% |
| 6M | +53.8% | +9.6% | +44.2% | +44.7% |
| YTD | +42.8% | -3.3% | +46.1% | +42.0% |
| 1Y | +60.7% | -6.1% | +66.9% | +61.9% |
| 3Y | +83.9% | +61.8% | +22.1% | +31.8% |
| 5Y | -52.8% | +42.7% | -95.5% | -63.3% |
| All | +559.3% | +129.8% | +429.5% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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