+55.1%
ENB vs WU
-44.4%
+99.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.7% |
| 7D | -1.8% | +2.1% | -3.9% | -2.1% |
| 30D | +2.0% | +10.1% | -8.1% | +0.7% |
| 3M | -5.8% | -1.1% | -4.7% | -5.8% |
| 6M | -9.7% | -19.8% | +10.1% | -7.3% |
| YTD | +4.2% | -20.8% | +25.0% | +6.7% |
| 1Y | +3.2% | -15.1% | +18.3% | +4.3% |
| 3Y | +70.6% | -23.2% | +93.8% | +73.3% |
| 5Y | +55.1% | -42.6% | +97.8% | +67.4% |
| All | +55.1% | -44.4% | +99.5% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling