+11,799.4%
ENB vs WSM
+34,755.7%
-22,956.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.0% |
| 7D | -0.2% | -3.3% | +3.0% | 0.0% |
| 30D | -2.2% | -8.4% | +6.2% | -1.6% |
| 3M | -10.5% | +9.7% | -20.2% | -11.3% |
| 6M | -5.1% | +16.7% | -21.7% | -6.4% |
| YTD | +9.0% | +28.7% | -19.7% | +6.4% |
| 1Y | +8.2% | +13.7% | -5.4% | +6.6% |
| 3Y | +67.8% | +230.1% | -162.3% | +49.0% |
| 5Y | +69.4% | +179.0% | -109.6% | +50.3% |
| 10Y | +117.5% | +1,002.5% | -885.0% | +70.0% |
| All | +11,799.4% | +34,755.7% | -22,956.3% | +8,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling