+783.2%
ENB vs WPM
+5,967.5%
-5,184.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -2.2% | +26.4% | -28.6% | -5.8% |
| 3M | -10.5% | +20.8% | -31.3% | -13.6% |
| 6M | -5.1% | +1.1% | -6.2% | -6.3% |
| YTD | +9.0% | +32.5% | -23.5% | +2.7% |
| 1Y | +8.2% | +51.5% | -43.3% | -0.5% |
| 3Y | +67.8% | +267.0% | -199.3% | +33.4% |
| 5Y | +69.4% | +250.1% | -180.7% | +34.1% |
| 10Y | +117.5% | +540.4% | -422.8% | +50.6% |
| All | +783.2% | +5,967.5% | -5,184.3% | +261.0% |
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 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