+132.8%
WFC vs ROKU
+82.2%
+50.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | +2.3% | +2.1% | +0.2% | +2.0% |
| 3M | +9.8% | +31.8% | -22.0% | +5.0% |
| 6M | +15.6% | +53.3% | -37.7% | +7.5% |
| YTD | -2.4% | +42.1% | -44.5% | -8.4% |
| 1Y | +13.8% | +62.3% | -48.5% | +4.3% |
| All | +132.8% | +82.2% | +50.6% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling