+42.3%
WELL vs ROKU
+58.7%
-16.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.2% | -2.6% | +0.4% | -2.3% |
| 30D | +4.7% | +2.1% | +2.6% | +4.7% |
| 3M | +11.9% | +31.8% | -19.9% | +12.4% |
| 6M | +14.3% | +53.3% | -39.0% | +14.4% |
| YTD | +28.4% | +42.1% | -13.7% | +29.0% |
| 1Y | +42.3% | +62.3% | -20.0% | +41.6% |
| All | +42.3% | +58.7% | -16.4% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling