+79.3%
ENB vs WST
-15.4%
+94.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -0.2% | +0.7% | -1.0% | -0.2% |
| 30D | -2.2% | -3.1% | +0.9% | -2.2% |
| 3M | -10.5% | +7.2% | -17.7% | -10.6% |
| 6M | -5.1% | +36.8% | -41.9% | -5.5% |
| YTD | +9.0% | +23.8% | -14.9% | +8.5% |
| 1Y | +8.2% | +37.8% | -29.6% | +7.5% |
| All | +79.3% | -15.4% | +94.7% | +80.5% |
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 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