+559.3%
ROKU vs WST
+273.2%
+286.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.4% | +1.8% | -2.3% | -1.3% |
| 30D | +2.1% | -1.7% | +3.8% | +2.8% |
| 3M | +29.5% | +4.9% | +24.6% | +26.1% |
| 6M | +53.8% | +45.5% | +8.3% | +27.0% |
| YTD | +42.8% | +26.1% | +16.7% | +25.6% |
| 1Y | +60.7% | +31.7% | +29.0% | +37.0% |
| 3Y | +83.9% | -12.1% | +96.0% | +68.8% |
| 5Y | -52.8% | -23.6% | -29.2% | -54.0% |
| All | +559.3% | +273.2% | +286.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WST 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling