+64.0%
ENB vs WPM
+252.7%
-188.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.2% | -3.3% |
| 7D | -4.6% | -3.6% | -0.9% | -4.0% |
| 30D | -5.2% | +12.5% | -17.7% | -7.1% |
| 3M | -13.4% | +40.6% | -54.0% | -18.4% |
| 6M | -7.8% | +0.5% | -8.4% | -8.5% |
| YTD | +4.9% | +29.0% | -24.1% | -1.8% |
| 1Y | +3.2% | +43.8% | -40.6% | -6.1% |
| 3Y | +71.0% | +266.3% | -195.3% | +22.0% |
| 5Y | +64.0% | +255.1% | -191.1% | +13.6% |
| All | +64.0% | +252.7% | -188.7% | +13.6% |
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