+11,799.4%
ENB vs GWW
+14,492.5%
-2,693.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -2.2% | +3.3% | -5.5% | -2.9% |
| 3M | -10.5% | +2.9% | -13.4% | -11.2% |
| 6M | -5.1% | +15.8% | -20.9% | -8.2% |
| YTD | +9.0% | +32.0% | -23.1% | +2.4% |
| 1Y | +8.2% | +29.9% | -21.7% | +1.9% |
| 3Y | +67.8% | +91.1% | -23.3% | +44.1% |
| 5Y | +69.4% | +223.9% | -154.6% | +28.9% |
| 10Y | +117.5% | +567.0% | -449.5% | +40.3% |
| All | +11,799.4% | +14,492.5% | -2,693.2% | +5,981.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling