+752.6%
ENB vs WPM
+5,046.3%
-4,293.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.1% | -3.6% | +6.7% | +3.6% |
| 30D | +2.1% | +1.4% | +0.7% | +1.6% |
| 3M | -4.4% | -0.2% | -4.2% | -5.1% |
| 6M | -10.1% | -7.3% | -2.7% | -10.2% |
| YTD | +5.2% | +12.3% | -7.2% | +1.1% |
| 1Y | +4.2% | +24.9% | -20.7% | -1.5% |
| 3Y | +70.1% | +210.4% | -140.3% | +38.1% |
| 5Y | +59.4% | +210.4% | -151.0% | +28.0% |
| 10Y | +109.5% | +731.7% | -622.2% | +39.3% |
| All | +752.6% | +5,046.3% | -4,293.7% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling