+113.5%
ENB vs WAB
+266.7%
-153.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | +3.1% | +5.1% | -1.9% | +1.6% |
| 30D | +2.1% | +4.0% | -1.9% | +0.7% |
| 3M | -4.4% | +0.1% | -4.5% | -4.7% |
| 6M | -10.1% | +12.8% | -22.8% | -13.9% |
| YTD | +5.2% | +40.1% | -34.9% | -6.2% |
| 1Y | +4.2% | +46.4% | -42.1% | -8.4% |
| 3Y | +70.1% | +167.4% | -97.3% | +20.1% |
| 5Y | +59.4% | +215.0% | -155.6% | +4.9% |
| All | +113.5% | +266.7% | -153.2% | +18.0% |
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