+112.1%
WFC vs ROKU
+884.7%
-772.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +3.8% | -1.3% | +5.1% | +3.9% |
| 30D | +1.5% | +5.9% | -4.4% | +0.9% |
| 3M | +10.9% | +23.9% | -13.0% | +8.5% |
| 6M | +8.4% | +59.6% | -51.1% | +3.5% |
| YTD | -1.9% | +43.4% | -45.3% | -5.6% |
| 1Y | +12.3% | +60.2% | -47.8% | +6.8% |
| 3Y | +132.3% | +90.4% | +41.9% | +112.0% |
| 5Y | +130.1% | -54.5% | +184.6% | +118.8% |
| All | +112.1% | +884.7% | -772.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling