+60.2%
ROKU vs WY
-5.4%
+65.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.3% | -2.6% | +1.3% | -0.8% |
| 30D | +5.9% | -10.9% | +16.8% | +8.3% |
| 3M | +23.9% | -6.0% | +29.9% | +25.2% |
| 6M | +59.6% | -5.6% | +65.2% | +60.2% |
| YTD | +43.4% | -1.1% | +44.6% | +41.5% |
| 1Y | +60.2% | -7.5% | +67.6% | +61.0% |
| All | +60.2% | -5.4% | +65.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling