+70.1%
ENB vs BBWI
-23.6%
+93.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -2.4% | -4.2% | +1.8% | -2.3% |
| 30D | +2.5% | +24.9% | -22.4% | +2.0% |
| 3M | -5.8% | +13.2% | -19.0% | -6.1% |
| 6M | -8.5% | +12.1% | -20.6% | -8.8% |
| YTD | +3.9% | +11.1% | -7.2% | +3.4% |
| 1Y | +3.7% | +0.7% | +3.0% | +3.3% |
| 3Y | +70.1% | -23.8% | +93.8% | +72.1% |
| All | +70.1% | -23.6% | +93.7% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling