+6,634.2%
ENB vs WAT
+12,457.3%
-5,823.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | +2.0% | +9.0% | -6.9% | +0.7% |
| 3M | -5.8% | +13.5% | -19.3% | -7.7% |
| 6M | -9.7% | +35.3% | -45.0% | -13.9% |
| YTD | +4.2% | +24.0% | -19.8% | 0.0% |
| 1Y | +3.2% | +22.0% | -18.7% | -0.8% |
| 3Y | +70.6% | +84.0% | -13.4% | +51.0% |
| 5Y | +55.1% | +34.4% | +20.8% | +42.7% |
| 10Y | +107.6% | +231.4% | -123.8% | +66.3% |
| All | +6,634.2% | +12,457.3% | -5,823.1% | +3,832.0% |
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