+69.4%
ENB vs WWD
+191.3%
-121.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | -1.1% | -5.1% | +4.0% | -0.4% |
| 3M | -8.5% | -11.2% | +2.8% | -7.3% |
| 6M | -4.5% | -12.0% | +7.5% | -3.6% |
| YTD | +9.1% | +12.0% | -2.9% | +5.3% |
| 1Y | +8.0% | +42.8% | -34.8% | -0.8% |
| 3Y | +77.8% | +168.9% | -91.1% | +37.5% |
| 5Y | +69.4% | +192.2% | -122.8% | +22.4% |
| All | +69.4% | +191.3% | -121.9% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling