+107.0%
ENB vs WING
+405.9%
-298.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.2% | -3.9% | +3.6% | +0.1% |
| 30D | -2.2% | -11.6% | +9.3% | -1.3% |
| 3M | -10.5% | -24.2% | +13.7% | -8.5% |
| 6M | -5.1% | -54.1% | +49.0% | +1.7% |
| YTD | +9.0% | -53.9% | +62.9% | +15.8% |
| 1Y | +8.2% | -64.4% | +72.6% | +18.0% |
| 3Y | +67.8% | -30.2% | +98.0% | +59.3% |
| 5Y | +69.4% | -34.1% | +103.5% | +57.1% |
| 10Y | +117.5% | +342.1% | -224.6% | +29.0% |
| All | +107.0% | +405.9% | -298.9% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling