+69.4%
ENB vs BWA
+89.5%
-20.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -1.1% | -5.6% | +4.5% | -0.3% |
| 3M | -8.5% | -10.7% | +2.2% | -7.0% |
| 6M | -4.5% | +23.2% | -27.7% | -8.6% |
| YTD | +9.1% | +46.0% | -36.9% | +0.1% |
| 1Y | +8.0% | +51.2% | -43.2% | -1.9% |
| 3Y | +77.8% | +69.6% | +8.3% | +55.5% |
| 5Y | +69.4% | +86.6% | -17.2% | +36.6% |
| All | +69.4% | +89.5% | -20.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling