+90.4%
ENB vs WCC
+518.6%
-428.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.2% |
| 7D | -4.6% | +1.7% | -6.2% | -4.9% |
| 30D | -5.2% | -6.1% | +0.8% | -4.2% |
| 3M | -13.4% | +3.1% | -16.5% | -14.6% |
| 6M | -7.8% | +28.2% | -36.0% | -13.8% |
| YTD | +4.9% | +41.1% | -36.2% | -4.3% |
| 1Y | +3.2% | +61.3% | -58.0% | -9.1% |
| 3Y | +71.0% | +123.6% | -52.7% | +31.9% |
| 5Y | +64.0% | +214.8% | -150.8% | +9.1% |
| All | +90.4% | +518.6% | -428.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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