+764.3%
ENTG vs WST
+341.6%
+422.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.9% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | -8.5% | -2.0% | -6.5% | -7.8% |
| 3M | +6.7% | +4.1% | +2.6% | +4.7% |
| 6M | +17.7% | +47.4% | -29.7% | -0.8% |
| YTD | +63.5% | +25.4% | +38.1% | +47.0% |
| 1Y | +73.6% | +35.3% | +38.3% | +50.4% |
| 3Y | +44.6% | -11.7% | +56.2% | +35.4% |
| 5Y | +16.1% | -24.0% | +40.1% | +13.3% |
| All | +764.3% | +341.6% | +422.6% | +226.5% |
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 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