+957.1%
WDC vs ROKU
-54.7%
+1,011.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +4.4% | -2.6% | +7.1% | +5.0% |
| 30D | +5.3% | +2.1% | +3.2% | +4.8% |
| 3M | -5.9% | +31.8% | -37.7% | -12.2% |
| 6M | +73.2% | +53.3% | +20.0% | +56.0% |
| YTD | +167.8% | +42.1% | +125.8% | +144.4% |
| 1Y | +386.0% | +62.3% | +323.7% | +330.6% |
| 3Y | +1,309.7% | +84.6% | +1,225.1% | +1,050.4% |
| 5Y | +957.1% | -53.1% | +1,010.2% | +873.4% |
| All | +957.1% | -54.7% | +1,011.8% | +873.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling