+53.2%
ENB vs WWD
+188.4%
-135.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +2.5% | -0.4% | +2.9% | +2.4% |
| 3M | -5.8% | -6.1% | +0.3% | -5.2% |
| 6M | -8.5% | -9.5% | +1.0% | -7.9% |
| YTD | +3.9% | +10.8% | -6.9% | +0.3% |
| 1Y | +3.7% | +23.5% | -19.8% | -2.0% |
| 3Y | +70.1% | +151.3% | -81.2% | +34.1% |
| 5Y | +53.2% | +187.8% | -134.6% | +11.2% |
| All | +53.2% | +188.4% | -135.2% | +11.2% |
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