+555.8%
ROKU vs WU
-37.2%
+593.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -2.6% | -5.0% | +2.3% | -0.8% |
| 30D | +2.1% | -2.3% | +4.4% | +2.9% |
| 3M | +31.8% | -3.2% | +35.0% | +31.4% |
| 6M | +53.3% | -25.0% | +78.3% | +68.1% |
| YTD | +42.1% | -21.7% | +63.7% | +52.7% |
| 1Y | +62.3% | -9.0% | +71.3% | +63.1% |
| 3Y | +84.6% | -28.9% | +113.5% | +101.3% |
| 5Y | -53.1% | -51.0% | -2.0% | -43.1% |
| All | +555.8% | -37.2% | +593.0% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling