-11.2%
ENB vs WST
+28.5%
-39.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -5.2% | -3.1% | -2.1% | -5.3% |
| 30D | +2.2% | +9.1% | -6.9% | +3.0% |
| 3M | -8.1% | +14.7% | -22.7% | -6.6% |
| 6M | -11.2% | +28.0% | -39.2% | -8.4% |
| All | -11.2% | +28.5% | -39.7% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling