+88.5%
ENB vs WAT
+170.9%
-82.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.3% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -5.9% | -1.9% | -4.0% | -5.6% |
| 3M | -14.2% | +13.5% | -27.8% | -16.8% |
| 6M | -8.6% | +37.2% | -45.8% | -15.7% |
| YTD | +3.9% | +7.5% | -3.6% | +0.8% |
| 1Y | +1.8% | +35.0% | -33.2% | -7.1% |
| 3Y | +68.5% | +55.1% | +13.4% | +39.9% |
| 5Y | +62.4% | -2.8% | +65.2% | +54.8% |
| All | +88.5% | +170.9% | -82.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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