+79.0%
ENB vs WAB
+168.6%
-89.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.5% | +1.7% | -2.1% | -0.7% |
| 30D | -0.2% | -2.4% | +2.2% | +0.1% |
| 3M | -7.5% | +9.7% | -17.2% | -9.0% |
| 6M | -4.1% | +16.5% | -20.6% | -6.7% |
| YTD | +9.8% | +33.7% | -23.9% | +4.2% |
| 1Y | +8.7% | +49.7% | -41.0% | +0.9% |
| 3Y | +79.0% | +170.9% | -91.9% | +35.3% |
| All | +79.0% | +168.6% | -89.6% | +35.3% |
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