+293.4%
WMB vs ROKU
+884.7%
-591.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +3.3% | +5.9% | -2.6% | +2.8% |
| 3M | +3.1% | +23.9% | -20.8% | +1.4% |
| 6M | -0.7% | +59.6% | -60.3% | -4.3% |
| YTD | +25.2% | +43.4% | -18.3% | +21.3% |
| 1Y | +32.9% | +60.2% | -27.3% | +27.5% |
| 3Y | +140.6% | +90.4% | +50.2% | +122.2% |
| 5Y | +273.5% | -54.5% | +328.0% | +267.5% |
| All | +293.4% | +884.7% | -591.3% | +205.0% |
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 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