+550.6%
ROKU vs WWD
+355.0%
+195.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.0% | +0.6% | -3.7% | -3.3% |
| 30D | +0.7% | -5.1% | +5.8% | +2.5% |
| 3M | +26.5% | -11.2% | +37.7% | +30.9% |
| 6M | +52.6% | -12.0% | +64.7% | +57.8% |
| YTD | +40.9% | +12.0% | +29.0% | +31.7% |
| 1Y | +57.6% | +42.8% | +14.8% | +33.0% |
| 3Y | +83.2% | +168.9% | -85.8% | +20.2% |
| 5Y | -54.8% | +192.2% | -247.0% | -71.7% |
| All | +550.6% | +355.0% | +195.6% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling