+1.8%
ENB vs GWRE
-44.7%
+46.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -0.9% |
| 7D | -4.7% | -13.2% | +8.6% | -4.9% |
| 30D | -5.9% | -18.6% | +12.7% | -6.0% |
| 3M | -14.2% | +18.9% | -33.1% | -13.8% |
| 6M | -8.6% | -11.0% | +2.4% | -8.5% |
| YTD | +3.9% | -29.9% | +33.8% | +2.1% |
| 1Y | +1.8% | -44.3% | +46.1% | -1.9% |
| All | +1.8% | -44.7% | +46.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling