+110.5%
ENB vs BWA
+94.2%
+16.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.7% | +4.3% | -2.6% | +0.6% |
| 30D | +0.7% | -13.0% | +13.7% | +3.8% |
| 3M | -5.8% | -24.8% | +19.0% | +0.2% |
| 6M | -11.3% | -23.5% | +12.2% | -6.7% |
| YTD | +3.7% | +13.8% | -10.1% | -3.1% |
| 1Y | +2.8% | +13.4% | -10.7% | -4.0% |
| 3Y | +67.7% | +62.8% | +4.9% | +38.0% |
| 5Y | +57.1% | +28.5% | +28.7% | +34.5% |
| All | +110.5% | +94.2% | +16.2% | +47.7% |
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