+23.8%
ENB vs WETO
-99.4%
+123.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.1% | -10.9% | -3.8% |
| 7D | -4.6% | -19.9% | +15.3% | -4.6% |
| 30D | -5.2% | -42.7% | +37.5% | -4.6% |
| 3M | -13.4% | -97.7% | +84.3% | -12.8% |
| 6M | -7.8% | -94.4% | +86.6% | -7.2% |
| YTD | +4.9% | -97.0% | +101.9% | +5.3% |
| 1Y | +3.2% | -98.9% | +102.1% | +3.6% |
| All | +23.8% | -99.4% | +123.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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