+88.5%
ENB vs WTW
+198.0%
-109.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.7% | -5.7% | +1.1% | -2.8% |
| 30D | -5.9% | -7.3% | +1.4% | -3.6% |
| 3M | -14.2% | +21.5% | -35.7% | -20.1% |
| 6M | -8.6% | +9.6% | -18.2% | -12.5% |
| YTD | +3.9% | -3.3% | +7.2% | +3.3% |
| 1Y | +1.8% | -6.1% | +7.9% | +2.3% |
| 3Y | +68.5% | +61.8% | +6.7% | +33.5% |
| 5Y | +62.4% | +42.7% | +19.8% | +33.4% |
| All | +88.5% | +198.0% | -109.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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