+660.1%
ENB vs WU
-19.6%
+679.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | -10.5% | -3.9% | -6.6% | -10.6% |
| 6M | -5.1% | -20.7% | +15.6% | -0.3% |
| YTD | +9.0% | -18.4% | +27.3% | +13.1% |
| 1Y | +8.2% | -8.1% | +16.3% | +7.8% |
| 3Y | +67.8% | -24.2% | +91.9% | +73.0% |
| 5Y | +69.4% | -50.4% | +119.8% | +94.9% |
| 10Y | +117.5% | -40.0% | +157.6% | +130.1% |
| All | +660.1% | -19.6% | +679.7% | +559.6% |
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