+11,039.2%
ENB vs WST
+14,518.0%
-3,478.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | -5.2% | -3.1% | -2.1% | -4.8% |
| 30D | +2.2% | +9.1% | -6.9% | +0.9% |
| 3M | -8.1% | +14.7% | -22.7% | -9.9% |
| 6M | -11.2% | +28.0% | -39.2% | -14.5% |
| YTD | +2.0% | +45.6% | -43.7% | -4.0% |
| 1Y | +4.1% | +45.7% | -41.6% | -2.1% |
| 3Y | +64.7% | +21.1% | +43.7% | +52.6% |
| 5Y | +46.6% | +0.3% | +46.3% | +37.4% |
| 10Y | +102.7% | +449.0% | -346.3% | +39.0% |
| All | +11,039.2% | +14,518.0% | -3,478.8% | +5,483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling