-52.0%
ROKU vs WWD
+184.1%
-236.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | +2.1% | -6.9% | +9.0% | +5.7% |
| 3M | +29.5% | -13.0% | +42.5% | +37.1% |
| 6M | +53.8% | -12.5% | +66.2% | +60.8% |
| YTD | +42.8% | +11.8% | +31.0% | +27.6% |
| 1Y | +60.7% | +41.1% | +19.7% | +22.6% |
| 3Y | +83.9% | +163.1% | -79.2% | -11.1% |
| All | -52.0% | +184.1% | -236.1% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling