+11,799.4%
ENB vs BBWI
+1,034.6%
+10,764.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | -2.2% | -5.2% | +3.0% | -1.8% |
| 3M | -10.5% | +11.1% | -21.6% | -12.0% |
| 6M | -5.1% | -13.4% | +8.3% | -4.5% |
| YTD | +9.0% | +0.1% | +8.9% | +7.5% |
| 1Y | +8.2% | -36.1% | +44.3% | +11.5% |
| 3Y | +67.8% | -44.1% | +111.9% | +70.9% |
| 5Y | +69.4% | -66.2% | +135.6% | +78.7% |
| 10Y | +117.5% | -54.8% | +172.3% | +98.8% |
| All | +11,799.4% | +1,034.6% | +10,764.7% | +8,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling