+224.7%
WM vs ROKU
+884.7%
-660.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -2.4% | +5.9% | -8.2% | -2.5% |
| 3M | +0.4% | +23.9% | -23.5% | 0.0% |
| 6M | -9.5% | +59.6% | -69.0% | -10.4% |
| YTD | +0.5% | +43.4% | -42.9% | -0.4% |
| 1Y | -1.1% | +60.2% | -61.2% | -2.2% |
| 3Y | +46.0% | +90.4% | -44.4% | +42.4% |
| 5Y | +51.8% | -54.5% | +106.4% | +51.3% |
| All | +224.7% | +884.7% | -660.0% | +197.9% |
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