+113.5%
ENB vs WST
+456.5%
-343.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +3.1% | +4.2% | -1.1% | +2.6% |
| 30D | +2.1% | +11.2% | -9.1% | +0.9% |
| 3M | -4.4% | +20.4% | -24.8% | -6.4% |
| 6M | -10.1% | +37.9% | -47.9% | -13.4% |
| YTD | +5.2% | +51.8% | -46.6% | -0.2% |
| 1Y | +4.2% | +56.6% | -52.4% | -1.5% |
| 3Y | +70.1% | +24.2% | +45.9% | +59.4% |
| 5Y | +59.4% | +0.7% | +58.7% | +51.9% |
| All | +113.5% | +456.5% | -343.0% | +30.5% |
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