+64.0%
ENB vs WY
-22.3%
+86.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.2% |
| 7D | -4.6% | -3.7% | -0.9% | -3.6% |
| 30D | -5.2% | -11.3% | +6.1% | -2.4% |
| 3M | -13.4% | -8.1% | -5.2% | -11.8% |
| 6M | -7.8% | -7.4% | -0.4% | -6.5% |
| YTD | +4.9% | -4.7% | +9.6% | +5.2% |
| 1Y | +3.2% | -9.2% | +12.4% | +4.8% |
| 3Y | +71.0% | -24.7% | +95.7% | +80.9% |
| 5Y | +64.0% | -21.6% | +85.6% | +69.2% |
| All | +64.0% | -22.3% | +86.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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