+353.0%
WELL vs ROKU
+875.4%
-522.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | +4.7% | +2.1% | +2.6% | +4.5% |
| 3M | +11.9% | +31.8% | -19.9% | +9.9% |
| 6M | +14.3% | +53.3% | -39.0% | +10.9% |
| YTD | +28.4% | +42.1% | -13.7% | +25.0% |
| 1Y | +42.3% | +62.3% | -20.0% | +37.2% |
| 3Y | +202.6% | +84.6% | +117.9% | +182.2% |
| 5Y | +206.5% | -53.1% | +259.6% | +198.0% |
| All | +353.0% | +875.4% | -522.4% | +284.0% |
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