+140.0%
WBD vs ROKU
+57.7%
+82.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | +8.8% | +5.9% | +2.9% | +8.1% |
| 3M | +4.6% | +23.9% | -19.3% | +1.9% |
| 6M | +1.1% | +59.6% | -58.5% | -5.5% |
| YTD | -2.0% | +43.4% | -45.4% | -4.6% |
| 1Y | +140.0% | +60.2% | +79.9% | +129.9% |
| All | +140.0% | +57.7% | +82.3% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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