+107.6%
ENB vs BWA
+92.6%
+15.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | +2.0% | -14.6% | +16.7% | +5.7% |
| 3M | -5.8% | -26.2% | +20.4% | +0.7% |
| 6M | -9.7% | -18.4% | +8.7% | -6.5% |
| YTD | +4.2% | +14.7% | -10.5% | -2.7% |
| 1Y | +3.2% | +13.3% | -10.1% | -3.5% |
| 3Y | +70.6% | +64.7% | +5.9% | +39.9% |
| 5Y | +55.1% | +32.2% | +23.0% | +31.7% |
| 10Y | +107.6% | +96.8% | +10.8% | +43.8% |
| All | +107.6% | +92.6% | +15.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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