+122.9%
WFC vs ROKU
-52.4%
+175.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | +1.5% | +2.1% | -0.5% | +1.2% |
| 3M | +10.2% | +29.5% | -19.3% | +6.1% |
| 6M | +18.8% | +53.8% | -35.0% | +11.2% |
| YTD | -1.5% | +42.8% | -44.3% | -7.1% |
| 1Y | +13.5% | +60.7% | -47.2% | +5.1% |
| 3Y | +135.0% | +83.9% | +51.1% | +104.8% |
| All | +122.9% | -52.4% | +175.3% | +104.2% |
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