+110.9%
WFC vs ROKU
+875.4%
-764.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.3% | -2.6% | +2.9% | +0.5% |
| 30D | +2.3% | +2.1% | +0.2% | +2.1% |
| 3M | +9.8% | +31.8% | -22.0% | +6.8% |
| 6M | +15.6% | +53.3% | -37.7% | +10.7% |
| YTD | -2.4% | +42.1% | -44.5% | -6.1% |
| 1Y | +13.8% | +62.3% | -48.5% | +8.1% |
| 3Y | +134.6% | +84.6% | +50.0% | +114.7% |
| 5Y | +127.9% | -53.1% | +181.0% | +116.5% |
| All | +110.9% | +875.4% | -764.6% | +74.3% |
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 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