+7,751.8%
ENB vs WAB
+4,398.0%
+3,353.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -2.4% | +4.0% | -6.4% | -3.1% |
| 30D | +2.5% | +6.3% | -3.8% | +1.3% |
| 3M | -5.8% | +3.3% | -9.1% | -6.5% |
| 6M | -8.5% | +14.5% | -23.0% | -11.0% |
| YTD | +3.9% | +42.7% | -38.8% | -2.9% |
| 1Y | +3.7% | +45.2% | -41.5% | -3.4% |
| 3Y | +70.1% | +173.8% | -103.7% | +40.6% |
| 5Y | +53.2% | +223.8% | -170.6% | +22.3% |
| 10Y | +100.2% | +280.5% | -180.3% | +50.2% |
| All | +7,751.8% | +4,398.0% | +3,353.8% | +5,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling