+98.0%
ENB vs WAB
+293.0%
-195.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | -1.1% | -4.6% | +3.5% | +0.2% |
| 3M | -8.5% | +5.6% | -14.1% | -10.4% |
| 6M | -4.5% | +13.8% | -18.4% | -8.9% |
| YTD | +9.1% | +31.9% | -22.8% | -0.7% |
| 1Y | +8.0% | +48.3% | -40.3% | -5.5% |
| 3Y | +77.8% | +167.1% | -89.3% | +25.8% |
| 5Y | +69.4% | +222.9% | -153.5% | +10.8% |
| All | +98.0% | +293.0% | -195.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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