+69.4%
ENB vs WCC
+228.2%
-158.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -0.3% | +6.8% | -7.1% | -1.1% |
| 30D | -1.1% | -3.0% | +1.9% | -0.8% |
| 3M | -8.5% | +0.2% | -8.7% | -8.8% |
| 6M | -4.5% | +33.2% | -37.7% | -8.7% |
| YTD | +9.1% | +45.8% | -36.7% | +2.9% |
| 1Y | +8.0% | +68.4% | -60.4% | -0.5% |
| 3Y | +77.8% | +131.1% | -53.3% | +50.2% |
| 5Y | +69.4% | +225.6% | -156.2% | +28.3% |
| All | +69.4% | +228.2% | -158.8% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling