+627.0%
ENB vs WU
-22.0%
+649.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.4% |
| 30D | +2.0% | +10.1% | -8.1% | -0.8% |
| 3M | -5.8% | -1.1% | -4.7% | -6.0% |
| 6M | -9.7% | -19.8% | +10.1% | -5.6% |
| YTD | +4.2% | -20.8% | +25.0% | +8.6% |
| 1Y | +3.2% | -15.1% | +18.3% | +5.3% |
| 3Y | +70.6% | -23.2% | +93.8% | +74.9% |
| 5Y | +55.1% | -42.6% | +97.8% | +70.0% |
| 10Y | +107.6% | -38.9% | +146.5% | +117.6% |
| All | +627.0% | -22.0% | +649.0% | +533.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling