+652.1%
WDC vs ROKU
+880.6%
-228.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | -1.5% | +2.1% | -3.6% | -1.9% |
| 3M | -15.5% | +29.5% | -45.0% | -19.7% |
| 6M | +66.5% | +53.8% | +12.7% | +53.2% |
| YTD | +159.9% | +42.8% | +117.1% | +141.6% |
| 1Y | +366.0% | +60.7% | +305.2% | +324.5% |
| 3Y | +1,285.8% | +83.9% | +1,201.9% | +1,079.9% |
| 5Y | +925.6% | -52.8% | +978.4% | +881.4% |
| All | +652.1% | +880.6% | -228.5% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling