+100.5%
ENB vs BWA
+142.7%
-42.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -1.1% | -5.6% | +4.5% | +0.1% |
| 3M | -8.5% | -10.7% | +2.2% | -6.4% |
| 6M | -4.5% | +23.2% | -27.7% | -10.5% |
| YTD | +9.1% | +46.0% | -36.9% | -3.5% |
| 1Y | +8.0% | +51.2% | -43.2% | -5.7% |
| 3Y | +77.8% | +69.6% | +8.3% | +46.6% |
| 5Y | +69.4% | +86.6% | -17.2% | +31.5% |
| 10Y | +100.5% | +152.3% | -51.8% | +25.5% |
| All | +100.5% | +142.7% | -42.2% | +25.5% |
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