+88.5%
ENB vs WSM
+1,071.8%
-983.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -4.7% | -0.5% | -4.1% | -4.6% |
| 30D | -5.9% | -7.7% | +1.8% | -4.7% |
| 3M | -14.2% | +3.8% | -18.0% | -14.9% |
| 6M | -8.6% | +22.7% | -31.3% | -11.9% |
| YTD | +3.9% | +28.0% | -24.1% | -0.8% |
| 1Y | +1.8% | +12.7% | -10.9% | -1.1% |
| 3Y | +68.5% | +231.3% | -162.8% | +27.9% |
| 5Y | +62.4% | +177.2% | -114.8% | +23.3% |
| All | +88.5% | +1,071.8% | -983.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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