+9,112.2%
ENB vs WWD
+15,408.5%
-6,296.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | -2.2% | -7.2% | +4.9% | -1.0% |
| 3M | -10.5% | -3.8% | -6.7% | -10.3% |
| 6M | -5.1% | -9.9% | +4.8% | -4.1% |
| YTD | +9.0% | +14.8% | -5.9% | +4.8% |
| 1Y | +8.2% | +42.1% | -33.9% | -0.4% |
| 3Y | +67.8% | +170.8% | -103.0% | +34.3% |
| 5Y | +69.4% | +197.5% | -128.1% | +31.4% |
| 10Y | +117.5% | +477.8% | -360.3% | +45.7% |
| All | +9,112.2% | +15,408.5% | -6,296.3% | +5,101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling