+90.4%
ENB vs WWD
+490.2%
-399.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.4% | -3.5% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | -5.2% | -6.6% | +1.4% | -3.6% |
| 3M | -13.4% | -9.3% | -4.1% | -11.8% |
| 6M | -7.8% | -13.6% | +5.8% | -5.5% |
| YTD | +4.9% | +10.4% | -5.5% | -0.5% |
| 1Y | +3.2% | +39.9% | -36.6% | -9.3% |
| 3Y | +71.0% | +165.0% | -94.1% | +18.6% |
| 5Y | +64.0% | +183.8% | -119.8% | +8.0% |
| All | +90.4% | +490.2% | -399.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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