+8,824.1%
ENB vs BWA
+2,612.1%
+6,212.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | +7.3% | -7.3% | -1.4% |
| 30D | +1.4% | -15.8% | +17.2% | +4.6% |
| 3M | -5.2% | -25.7% | +20.6% | 0.0% |
| 6M | -9.9% | -19.6% | +9.7% | -7.0% |
| YTD | +4.7% | +14.1% | -9.4% | -0.2% |
| 1Y | +2.8% | +12.2% | -9.4% | -1.8% |
| 3Y | +71.3% | +63.8% | +7.5% | +49.0% |
| 5Y | +58.6% | +28.7% | +29.9% | +42.3% |
| 10Y | +108.5% | +95.8% | +12.7% | +65.6% |
| All | +8,824.1% | +2,612.1% | +6,212.0% | +5,023.3% |
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