+179.9%
ENB vs GWRE
+749.2%
-569.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +0.1% |
| 7D | -0.3% | -26.2% | +25.9% | +3.7% |
| 30D | -1.1% | -17.8% | +16.7% | +1.2% |
| 3M | -8.5% | +14.2% | -22.7% | -11.6% |
| 6M | -4.5% | -12.9% | +8.3% | -4.7% |
| YTD | +9.1% | -29.2% | +38.3% | +12.3% |
| 1Y | +8.0% | -44.4% | +52.4% | +15.7% |
| 3Y | +77.8% | +51.1% | +26.7% | +53.7% |
| 5Y | +69.4% | +16.5% | +52.8% | +50.6% |
| 10Y | +100.5% | +131.6% | -31.1% | +52.8% |
| All | +179.9% | +749.2% | -569.3% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling