+59.9%
ROKU vs WST
+34.6%
+25.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -2.6% | +0.4% | -3.1% | -2.7% |
| 30D | +2.1% | -2.0% | +4.2% | +2.5% |
| 3M | +31.8% | +4.1% | +27.7% | +30.6% |
| 6M | +53.3% | +47.4% | +5.8% | +39.7% |
| YTD | +42.1% | +25.4% | +16.7% | +33.0% |
| All | +59.9% | +34.6% | +25.3% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling