+112.4%
ENB vs BBWI
-48.2%
+160.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +0.8% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | +1.4% | +17.1% | -15.7% | -0.7% |
| 3M | -5.2% | +17.5% | -22.7% | -7.4% |
| 6M | -9.9% | +12.8% | -22.8% | -12.1% |
| YTD | +4.7% | +8.2% | -3.5% | +1.8% |
| 1Y | +2.8% | -1.8% | +4.6% | +0.5% |
| 3Y | +71.3% | -25.8% | +97.1% | +67.7% |
| 5Y | +58.6% | -68.0% | +126.6% | +71.2% |
| All | +112.4% | -48.2% | +160.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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