+1,394.6%
WDC vs ROKU
+80.8%
+1,313.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +7.5% | -3.0% | +10.5% | +8.3% |
| 30D | +10.1% | +0.7% | +9.4% | +9.9% |
| 3M | -6.8% | +26.5% | -33.3% | -12.8% |
| 6M | +84.1% | +52.6% | +31.5% | +64.1% |
| YTD | +180.3% | +40.9% | +139.3% | +153.7% |
| 1Y | +411.1% | +57.6% | +353.4% | +350.5% |
| All | +1,394.6% | +80.8% | +1,313.8% | +1,081.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling