+68.0%
ENB vs WAB
+173.8%
-105.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -2.4% | +4.0% | -6.4% | -2.9% |
| 30D | +2.5% | +6.3% | -3.8% | +1.6% |
| 3M | -5.8% | +3.3% | -9.1% | -6.3% |
| 6M | -8.5% | +14.5% | -23.0% | -10.4% |
| YTD | +3.9% | +42.7% | -38.8% | -1.8% |
| 1Y | +3.7% | +45.2% | -41.5% | -2.3% |
| All | +68.0% | +173.8% | -105.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling