+90.4%
ENB vs WU
-39.5%
+129.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -4.6% | -5.0% | +0.4% | -3.4% |
| 30D | -5.2% | -2.3% | -2.9% | -4.8% |
| 3M | -13.4% | -3.2% | -10.2% | -13.6% |
| 6M | -7.8% | -25.0% | +17.2% | -2.2% |
| YTD | +4.9% | -21.7% | +26.5% | +9.6% |
| 1Y | +3.2% | -9.0% | +12.2% | +2.8% |
| 3Y | +71.0% | -28.9% | +99.9% | +79.2% |
| 5Y | +64.0% | -51.0% | +115.0% | +91.3% |
| All | +90.4% | -39.5% | +129.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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