+83.9%
ROKU vs WWD
+167.6%
-83.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | 0.0% |
| 7D | -0.4% | -2.6% | +2.2% | +0.6% |
| 30D | +2.1% | -6.9% | +9.0% | +4.9% |
| 3M | +29.5% | -13.0% | +42.5% | +35.5% |
| 6M | +53.8% | -12.5% | +66.2% | +59.3% |
| YTD | +42.8% | +11.8% | +31.0% | +29.6% |
| 1Y | +60.7% | +41.1% | +19.7% | +26.6% |
| 3Y | +83.9% | +163.1% | -79.2% | -15.2% |
| All | +83.9% | +167.6% | -83.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling