+88.5%
ENB vs GWW
+570.2%
-481.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | -4.7% | -3.4% | -1.3% | -3.8% |
| 30D | -5.9% | -1.9% | -4.0% | -5.4% |
| 3M | -14.2% | -2.4% | -11.9% | -13.9% |
| 6M | -8.6% | +15.7% | -24.3% | -12.6% |
| YTD | +3.9% | +27.6% | -23.7% | -3.6% |
| 1Y | +1.8% | +27.2% | -25.4% | -5.7% |
| 3Y | +68.5% | +89.7% | -21.2% | +36.0% |
| 5Y | +62.4% | +223.9% | -161.5% | +8.5% |
| All | +88.5% | +570.2% | -481.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling