-52.0%
ROKU vs WY
-22.2%
-29.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.4% | -4.2% | +3.7% | +2.9% |
| 30D | +2.1% | -10.1% | +12.2% | +10.7% |
| 3M | +29.5% | -8.5% | +38.0% | +37.2% |
| 6M | +53.8% | -3.3% | +57.1% | +54.5% |
| YTD | +42.8% | -4.4% | +47.2% | +42.4% |
| 1Y | +60.7% | -11.5% | +72.2% | +70.7% |
| 3Y | +83.9% | -24.3% | +108.2% | +119.4% |
| All | -52.0% | -22.2% | -29.8% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling