+6,940.6%
ENB vs WAT
+10,816.8%
-3,876.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -2.2% | +2.3% | -4.6% | -2.6% |
| 3M | -10.5% | +8.7% | -19.2% | -11.7% |
| 6M | -5.1% | +28.3% | -33.4% | -9.0% |
| YTD | +9.0% | +7.8% | +1.2% | +6.8% |
| 1Y | +8.2% | +36.6% | -28.4% | +2.1% |
| 3Y | +67.8% | +45.7% | +22.1% | +53.7% |
| 5Y | +69.4% | -3.3% | +72.7% | +63.5% |
| 10Y | +117.5% | +162.1% | -44.6% | +79.9% |
| All | +6,940.6% | +10,816.8% | -3,876.2% | +4,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling