+285.0%
WMB vs ROKU
-54.3%
+339.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | +4.6% | +0.7% | +3.9% | +4.5% |
| 3M | +5.7% | +26.5% | -20.7% | +4.1% |
| 6M | +4.2% | +52.6% | -48.4% | +1.3% |
| YTD | +26.8% | +40.9% | -14.1% | +23.7% |
| 1Y | +34.7% | +57.6% | -23.0% | +30.2% |
| 3Y | +146.8% | +83.2% | +63.6% | +131.1% |
| 5Y | +285.0% | -54.8% | +339.8% | +251.0% |
| All | +285.0% | -54.3% | +339.3% | +251.0% |
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