+3,104.5%
ENB vs WCN
+6,623.4%
-3,518.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.7% | -3.1% | -1.5% | -4.1% |
| 30D | -5.9% | -3.4% | -2.5% | -5.3% |
| 3M | -14.2% | +3.0% | -17.2% | -14.7% |
| 6M | -8.6% | -3.8% | -4.8% | -8.1% |
| YTD | +3.9% | -8.3% | +12.2% | +5.1% |
| 1Y | +1.8% | -9.7% | +11.6% | +3.2% |
| 3Y | +68.5% | +17.2% | +51.3% | +63.4% |
| 5Y | +62.4% | +25.3% | +37.2% | +55.6% |
| 10Y | +90.9% | +235.4% | -144.4% | +61.3% |
| All | +3,104.5% | +6,623.4% | -3,518.9% | +2,250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling