+23.7%
WMB vs ROKU
+53.8%
-30.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.3% |
| 7D | -8.6% | +4.8% | -13.4% | -8.5% |
| 30D | -4.2% | +6.1% | -10.3% | -4.0% |
| 3M | -4.4% | +10.5% | -14.9% | -4.1% |
| 6M | -8.7% | +29.2% | -37.9% | -8.2% |
| YTD | +15.4% | +50.0% | -34.7% | +14.3% |
| 1Y | +23.7% | +53.4% | -29.7% | +23.6% |
| All | +23.7% | +53.8% | -30.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling