+90.4%
ENB vs WCN
+235.2%
-144.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | -4.6% | -4.4% | -0.1% | -2.5% |
| 30D | -5.2% | -4.4% | -0.8% | -3.2% |
| 3M | -13.4% | +0.5% | -13.9% | -13.9% |
| 6M | -7.8% | -3.3% | -4.5% | -6.9% |
| YTD | +4.9% | -8.5% | +13.4% | +8.3% |
| 1Y | +3.2% | -8.9% | +12.2% | +6.7% |
| 3Y | +71.0% | +18.0% | +52.9% | +51.8% |
| 5Y | +64.0% | +25.0% | +39.0% | +38.8% |
| All | +90.4% | +235.2% | -144.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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