+222.9%
WM vs ROKU
+883.2%
-660.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -4.3% | +1.5% | -5.8% | -4.4% |
| 3M | +0.8% | +25.7% | -25.0% | +0.3% |
| 6M | -10.8% | +54.5% | -65.2% | -11.6% |
| YTD | -0.1% | +43.2% | -43.2% | -0.9% |
| 1Y | +1.0% | +56.3% | -55.3% | -0.1% |
| 3Y | +45.1% | +86.1% | -41.0% | +41.6% |
| 5Y | +52.1% | -53.6% | +105.7% | +51.5% |
| All | +222.9% | +883.2% | -660.2% | +196.2% |
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 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