-11.8%
ENTG vs WST
-0.1%
-11.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.9% |
| 7D | -17.1% | -3.1% | -14.0% | -16.0% |
| 30D | -23.0% | +9.1% | -32.1% | -25.2% |
| 3M | -10.2% | +14.7% | -24.9% | -14.5% |
| 6M | -17.8% | +28.0% | -45.8% | -24.9% |
| YTD | +52.4% | +45.6% | +6.7% | +32.1% |
| 1Y | +49.8% | +45.7% | +4.1% | +29.8% |
| 3Y | +42.1% | +21.1% | +21.0% | +16.1% |
| All | -11.8% | -0.1% | -11.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling