+8,134.8%
ENB vs WAB
+4,092.2%
+4,042.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | -2.2% | -4.4% | +2.2% | -1.5% |
| 3M | -10.5% | +7.9% | -18.4% | -11.9% |
| 6M | -5.1% | +8.7% | -13.8% | -6.8% |
| YTD | +9.0% | +33.0% | -24.0% | +3.2% |
| 1Y | +8.2% | +46.7% | -38.4% | +0.6% |
| 3Y | +67.8% | +153.0% | -85.2% | +40.7% |
| 5Y | +69.4% | +222.3% | -152.9% | +35.5% |
| 10Y | +117.5% | +291.0% | -173.5% | +63.2% |
| All | +8,134.8% | +4,092.2% | +4,042.6% | +5,367.2% |
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