+81.5%
ROKU vs WST
-13.7%
+95.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -3.0% | -1.7% | -1.4% | -2.8% |
| 30D | +0.7% | -4.3% | +5.0% | +1.4% |
| 3M | +26.5% | +0.7% | +25.7% | +26.1% |
| 6M | +52.6% | +36.0% | +16.6% | +44.2% |
| YTD | +40.9% | +22.7% | +18.2% | +35.2% |
| 1Y | +57.6% | +34.1% | +23.5% | +48.6% |
| All | +81.5% | -13.7% | +95.2% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling