+208.8%
WELL vs ROKU
-54.3%
+263.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.9% |
| 30D | +0.7% | +0.7% | 0.0% | +0.7% |
| 3M | +14.5% | +26.5% | -11.9% | +12.6% |
| 6M | +14.4% | +52.6% | -38.2% | +10.9% |
| YTD | +28.5% | +40.9% | -12.5% | +25.0% |
| 1Y | +41.8% | +57.6% | -15.9% | +36.6% |
| 3Y | +202.8% | +83.2% | +119.6% | +180.3% |
| 5Y | +208.8% | -54.8% | +263.6% | +188.7% |
| All | +208.8% | -54.3% | +263.1% | +188.7% |
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