+127.7%
ENB vs NWSA
+127.4%
+0.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | -2.2% | +4.6% | -6.8% | -3.7% |
| 3M | -10.5% | +13.2% | -23.7% | -14.4% |
| 6M | -5.1% | +27.0% | -32.1% | -12.8% |
| YTD | +9.0% | +16.8% | -7.9% | +2.4% |
| 1Y | +8.2% | +4.5% | +3.7% | +5.3% |
| 3Y | +67.8% | +46.2% | +21.5% | +42.6% |
| 5Y | +69.4% | +40.9% | +28.5% | +41.2% |
| 10Y | +117.5% | +145.1% | -27.6% | +31.7% |
| All | +127.7% | +127.4% | +0.3% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling