+96.5%
ENB vs WST
+321.8%
-225.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -0.2% | -4.6% | +4.4% | +0.3% |
| 3M | -7.5% | +5.7% | -13.2% | -8.2% |
| 6M | -4.1% | +37.6% | -41.7% | -8.0% |
| YTD | +9.8% | +23.0% | -13.2% | +6.7% |
| 1Y | +8.7% | +33.8% | -25.1% | +4.2% |
| 3Y | +79.0% | -13.4% | +92.3% | +76.8% |
| 5Y | +69.1% | -27.0% | +96.0% | +68.9% |
| 10Y | +96.5% | +324.5% | -228.0% | +26.4% |
| All | +96.5% | +321.8% | -225.3% | +26.4% |
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