+69.1%
ENB vs BBWI
-66.8%
+135.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | -0.5% | +1.6% | -2.0% | -0.6% |
| 30D | -0.2% | -6.2% | +6.0% | +0.1% |
| 3M | -7.5% | +4.3% | -11.9% | -8.0% |
| 6M | -4.1% | -7.2% | +3.0% | -4.2% |
| YTD | +9.8% | -3.0% | +12.8% | +9.1% |
| 1Y | +8.7% | -30.8% | +39.4% | +10.5% |
| 3Y | +79.0% | -43.4% | +122.4% | +81.2% |
| 5Y | +69.1% | -66.7% | +135.8% | +73.6% |
| All | +69.1% | -66.8% | +135.9% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling