+79.0%
ENB vs WWD
+164.2%
-85.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | -0.2% | -6.4% | +6.2% | +0.1% |
| 3M | -7.5% | -5.6% | -1.9% | -7.5% |
| 6M | -4.1% | -9.1% | +5.0% | -4.0% |
| YTD | +9.8% | +12.5% | -2.7% | +7.6% |
| 1Y | +8.7% | +41.3% | -32.6% | +3.9% |
| 3Y | +79.0% | +170.2% | -91.2% | +47.5% |
| All | +79.0% | +164.2% | -85.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling