+2,242.5%
ENB vs WTW
+1,094.8%
+1,147.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.3% |
| 7D | -0.3% | -7.1% | +6.8% | +1.7% |
| 30D | -1.1% | -8.5% | +7.5% | +1.3% |
| 3M | -8.5% | +20.6% | -29.0% | -13.5% |
| 6M | -4.5% | +7.2% | -11.8% | -7.3% |
| YTD | +9.1% | -3.9% | +13.0% | +8.6% |
| 1Y | +8.0% | -3.6% | +11.6% | +7.3% |
| 3Y | +77.8% | +60.7% | +17.1% | +50.4% |
| 5Y | +69.4% | +42.2% | +27.2% | +47.1% |
| 10Y | +100.5% | +195.5% | -95.0% | +40.7% |
| All | +2,242.5% | +1,094.8% | +1,147.7% | +1,168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling