+559.3%
ROKU vs WU
-36.8%
+596.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.8% |
| 30D | +2.1% | -2.9% | +5.0% | +3.1% |
| 3M | +29.5% | -2.3% | +31.8% | +28.6% |
| 6M | +53.8% | -25.4% | +79.2% | +68.9% |
| YTD | +42.8% | -21.2% | +64.0% | +53.2% |
| 1Y | +60.7% | -8.9% | +69.6% | +61.4% |
| 3Y | +83.9% | -29.0% | +112.9% | +100.6% |
| 5Y | -52.8% | -50.7% | -2.1% | -43.0% |
| All | +559.3% | -36.8% | +596.1% | +541.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling