+633.7%
ENB vs WU
-21.8%
+655.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | +3.1% | -2.0% | +5.2% | +3.7% |
| 30D | +2.1% | +11.4% | -9.3% | -1.1% |
| 3M | -4.4% | -6.8% | +2.4% | -3.0% |
| 6M | -10.1% | -14.6% | +4.6% | -7.5% |
| YTD | +5.2% | -20.6% | +25.8% | +9.6% |
| 1Y | +4.2% | -15.4% | +19.6% | +6.4% |
| 3Y | +70.1% | -23.6% | +93.7% | +74.7% |
| 5Y | +59.4% | -43.4% | +102.8% | +75.4% |
| 10Y | +109.5% | -38.8% | +148.3% | +119.5% |
| All | +633.7% | -21.8% | +655.6% | +539.1% |
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