+9,191.4%
ENB vs BWA
+3,492.4%
+5,699.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | -0.2% | +5.7% | -5.9% | -1.3% |
| 30D | -2.2% | +1.4% | -3.6% | -2.6% |
| 3M | -10.5% | -12.1% | +1.6% | -8.6% |
| 6M | -5.1% | +28.6% | -33.6% | -10.5% |
| YTD | +9.0% | +51.1% | -42.1% | -1.3% |
| 1Y | +8.2% | +55.9% | -47.7% | -2.8% |
| 3Y | +67.8% | +70.1% | -2.4% | +45.1% |
| 5Y | +69.4% | +90.7% | -21.3% | +40.9% |
| 10Y | +117.5% | +154.0% | -36.4% | +64.7% |
| All | +9,191.4% | +3,492.4% | +5,699.0% | +4,966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling