+88.5%
ENB vs NWSA
+149.4%
-60.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.7% | -2.8% | -1.9% | -3.8% |
| 30D | -5.9% | +3.0% | -8.9% | -6.8% |
| 3M | -14.2% | +12.3% | -26.6% | -17.5% |
| 6M | -8.6% | +21.9% | -30.4% | -14.5% |
| YTD | +3.9% | +13.6% | -9.7% | -1.1% |
| 1Y | +1.8% | +0.5% | +1.3% | +0.5% |
| 3Y | +68.5% | +43.8% | +24.7% | +45.2% |
| 5Y | +62.4% | +41.2% | +21.3% | +36.3% |
| All | +88.5% | +149.4% | -60.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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