+90.4%
ENB vs WPM
+545.0%
-454.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.2% | -3.4% |
| 7D | -4.6% | -3.6% | -0.9% | -4.1% |
| 30D | -5.2% | +12.5% | -17.7% | -6.8% |
| 3M | -13.4% | +40.6% | -54.0% | -17.6% |
| 6M | -7.8% | +0.5% | -8.4% | -8.6% |
| YTD | +4.9% | +29.0% | -24.1% | -0.3% |
| 1Y | +3.2% | +43.8% | -40.6% | -3.8% |
| 3Y | +71.0% | +266.3% | -195.3% | +37.3% |
| 5Y | +64.0% | +255.1% | -191.1% | +30.3% |
| All | +90.4% | +545.0% | -454.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling