+53.4%
ROKU vs WU
-18.0%
+71.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +0.3% |
| 7D | +4.8% | +8.2% | -3.4% | +3.0% |
| 30D | +6.1% | +8.0% | -1.9% | +4.2% |
| 3M | +10.5% | -6.6% | +17.1% | +12.0% |
| 6M | +29.2% | -23.3% | +52.4% | +35.8% |
| YTD | +50.0% | -22.4% | +72.4% | +56.4% |
| 1Y | +53.4% | -18.0% | +71.4% | +58.7% |
| All | +53.4% | -18.0% | +71.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling