+555.8%
ROKU vs WST
+271.0%
+284.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -2.6% | +0.4% | -3.1% | -2.8% |
| 30D | +2.1% | -2.0% | +4.2% | +3.0% |
| 3M | +31.8% | +4.1% | +27.7% | +28.8% |
| 6M | +53.3% | +47.4% | +5.8% | +25.8% |
| YTD | +42.1% | +25.4% | +16.7% | +25.2% |
| 1Y | +62.3% | +35.3% | +27.0% | +36.4% |
| 3Y | +84.6% | -11.7% | +96.3% | +68.7% |
| 5Y | -53.1% | -24.0% | -29.0% | -54.1% |
| All | +555.8% | +271.0% | +284.8% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling