+555.8%
ROKU vs WY
-7.7%
+563.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.3% |
| 7D | -2.6% | -3.7% | +1.0% | -0.7% |
| 30D | +2.1% | -11.3% | +13.4% | +8.8% |
| 3M | +31.8% | -8.1% | +39.9% | +37.1% |
| 6M | +53.3% | -7.4% | +60.7% | +58.1% |
| YTD | +42.1% | -4.7% | +46.8% | +43.1% |
| 1Y | +62.3% | -9.2% | +71.5% | +67.3% |
| 3Y | +84.6% | -24.7% | +109.3% | +110.7% |
| 5Y | -53.1% | -21.6% | -31.5% | -45.5% |
| All | +555.8% | -7.7% | +563.5% | +563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling