+69.4%
ENB vs WCN
+27.0%
+42.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.3% |
| 30D | -1.1% | -3.0% | +1.9% | -0.1% |
| 3M | -8.5% | +2.5% | -11.0% | -9.5% |
| 6M | -4.5% | -5.7% | +1.1% | -2.9% |
| YTD | +9.1% | -7.4% | +16.5% | +11.4% |
| 1Y | +8.0% | -8.6% | +16.6% | +10.6% |
| 3Y | +77.8% | +19.4% | +58.4% | +62.8% |
| 5Y | +69.4% | +27.2% | +42.2% | +50.0% |
| All | +69.4% | +27.0% | +42.3% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling