+90.4%
ENB vs BBWI
-57.7%
+148.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.4% | -3.7% |
| 7D | -4.6% | -8.0% | +3.5% | -3.6% |
| 30D | -5.2% | -6.6% | +1.4% | -4.6% |
| 3M | -13.4% | -2.7% | -10.7% | -13.5% |
| 6M | -7.8% | -12.8% | +5.0% | -7.3% |
| YTD | +4.9% | -10.5% | +15.4% | +4.6% |
| 1Y | +3.2% | -35.3% | +38.6% | +6.6% |
| 3Y | +71.0% | -47.7% | +118.7% | +75.7% |
| 5Y | +64.0% | -68.9% | +132.9% | +76.6% |
| All | +90.4% | -57.7% | +148.0% | +50.4% |
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