+113.5%
ENB vs GWW
+658.3%
-544.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +3.1% | +3.6% | -0.4% | +2.1% |
| 30D | +2.1% | +12.1% | -10.0% | -1.1% |
| 3M | -4.4% | +12.9% | -17.3% | -7.7% |
| 6M | -10.1% | +19.3% | -29.4% | -14.7% |
| YTD | +5.2% | +48.7% | -43.5% | -6.6% |
| 1Y | +4.2% | +60.5% | -56.3% | -9.6% |
| 3Y | +70.1% | +93.3% | -23.2% | +36.9% |
| 5Y | +59.4% | +219.0% | -159.6% | +7.4% |
| All | +113.5% | +658.3% | -544.8% | +17.3% |
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