+53.2%
ENB vs WING
+8.7%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +0.9% |
| 7D | -2.4% | +5.0% | -7.4% | -2.6% |
| 30D | +2.5% | +38.7% | -36.2% | +1.4% |
| 3M | -5.8% | +44.7% | -50.5% | -7.0% |
| 6M | -8.5% | +31.5% | -40.0% | -9.5% |
| YTD | +3.9% | -28.4% | +32.3% | +4.7% |
| 1Y | +3.7% | -28.2% | +31.9% | +4.4% |
| 3Y | +70.1% | -18.4% | +88.5% | +63.3% |
| 5Y | +53.2% | +5.2% | +48.0% | +38.5% |
| All | +53.2% | +8.7% | +44.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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