+11,281.5%
ENB vs WEC
+4,422.3%
+6,859.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.8% | -0.5% | -1.2% | -1.6% |
| 30D | +2.0% | +12.0% | -9.9% | -1.4% |
| 3M | -5.8% | +11.1% | -16.9% | -8.8% |
| 6M | -9.7% | +6.0% | -15.7% | -11.3% |
| YTD | +4.2% | +14.3% | -10.1% | +0.1% |
| 1Y | +3.2% | +8.0% | -4.8% | +0.8% |
| 3Y | +70.6% | +62.8% | +7.7% | +47.2% |
| 5Y | +55.1% | +55.3% | -0.2% | +35.2% |
| 10Y | +107.6% | +193.2% | -85.6% | +49.5% |
| All | +11,281.5% | +4,422.3% | +6,859.2% | +5,275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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