+98.0%
ENB vs WING
+672.3%
-574.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +2.0% | +32.3% | -30.3% | -0.8% |
| 3M | -5.8% | +50.2% | -56.0% | -9.9% |
| 6M | -9.7% | +31.7% | -41.3% | -12.9% |
| YTD | +4.2% | -29.6% | +33.8% | +6.0% |
| 1Y | +3.2% | -29.7% | +32.9% | +4.8% |
| 3Y | +70.6% | -19.8% | +90.4% | +62.2% |
| 5Y | +55.1% | +3.1% | +52.1% | +37.6% |
| 10Y | +107.6% | +682.9% | -575.3% | +14.1% |
| All | +98.0% | +672.3% | -574.4% | +3.7% |
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