+57.1%
ENB vs WPM
+210.4%
-153.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.7% | -3.6% | +5.2% | +2.1% |
| 30D | +0.7% | +1.4% | -0.8% | +0.2% |
| 3M | -5.8% | -0.2% | -5.6% | -6.4% |
| 6M | -11.3% | -7.3% | -4.0% | -11.2% |
| YTD | +3.7% | +12.3% | -8.7% | -1.5% |
| 1Y | +2.8% | +24.9% | -22.1% | -4.8% |
| 3Y | +67.7% | +210.4% | -142.7% | +21.6% |
| All | +57.1% | +210.4% | -153.3% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling