+69.1%
ENB vs WAT
-4.5%
+73.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | -7.5% | +10.9% | -18.4% | -8.6% |
| 6M | -4.1% | +33.2% | -37.3% | -7.6% |
| YTD | +9.8% | +6.1% | +3.7% | +8.5% |
| 1Y | +8.7% | +30.2% | -21.5% | +4.1% |
| 3Y | +79.0% | +52.9% | +26.1% | +60.5% |
| 5Y | +69.1% | -5.1% | +74.2% | +55.1% |
| All | +69.1% | -4.5% | +73.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling