+70.1%
ENB vs WAT
+82.3%
-12.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.1% | +0.6% | +2.5% | +3.1% |
| 30D | +2.1% | +5.4% | -3.3% | +2.0% |
| 3M | -4.4% | +11.3% | -15.7% | -4.7% |
| 6M | -10.1% | +37.4% | -47.5% | -11.0% |
| YTD | +5.2% | +21.2% | -16.0% | +4.4% |
| 1Y | +4.2% | +21.3% | -17.1% | +3.4% |
| 3Y | +70.1% | +83.4% | -13.3% | +60.9% |
| All | +70.1% | +82.3% | -12.3% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling