+743.3%
ENTG vs WST
+446.4%
+296.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -9.3% | +1.4% | -10.7% | -9.6% |
| 30D | -16.4% | +12.7% | -29.1% | -20.3% |
| 3M | -3.8% | +17.2% | -21.0% | -10.1% |
| 6M | -6.9% | +26.7% | -33.6% | -16.0% |
| YTD | +65.0% | +50.3% | +14.7% | +37.4% |
| 1Y | +61.7% | +50.2% | +11.5% | +34.7% |
| 3Y | +46.6% | +21.7% | +24.9% | +17.3% |
| 5Y | -2.7% | +2.0% | -4.7% | -17.2% |
| 10Y | +743.3% | +451.1% | +292.2% | +170.3% |
| All | +743.3% | +446.4% | +296.9% | +170.3% |
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