+30.5%
WBD vs ROKU
+867.7%
-837.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | -1.7% | -3.0% | +1.4% | -1.1% |
| 30D | +3.9% | +0.7% | +3.2% | +3.7% |
| 3M | +5.1% | +26.5% | -21.4% | +0.3% |
| 6M | +0.6% | +52.6% | -52.1% | -7.5% |
| YTD | -3.2% | +40.9% | -44.1% | -10.1% |
| 1Y | +127.7% | +57.6% | +70.0% | +106.7% |
| 3Y | +146.6% | +83.2% | +63.4% | +110.9% |
| 5Y | +4.2% | -54.8% | +59.0% | -6.7% |
| All | +30.5% | +867.7% | -837.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling