+53.4%
ROKU vs WY
+0.3%
+53.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.6% |
| 7D | +4.8% | +13.3% | -8.6% | +2.3% |
| 30D | +6.1% | +17.6% | -11.5% | +2.9% |
| 3M | +10.5% | -15.0% | +25.5% | +14.0% |
| 6M | +29.2% | -5.9% | +35.1% | +30.5% |
| YTD | +50.0% | -5.7% | +55.8% | +48.4% |
| 1Y | +53.4% | -0.2% | +53.6% | +48.7% |
| All | +53.4% | +0.3% | +53.1% | +48.7% |
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