+11,281.5%
ENB vs WY
+607.0%
+10,674.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -5.1% | +3.3% | -0.6% |
| 30D | +2.0% | +9.0% | -7.0% | -0.1% |
| 3M | -5.8% | -16.7% | +10.9% | -2.2% |
| 6M | -9.7% | -10.3% | +0.6% | -8.0% |
| YTD | +4.2% | -10.5% | +14.7% | +5.9% |
| 1Y | +3.2% | -5.9% | +9.1% | +3.6% |
| 3Y | +70.6% | -24.7% | +95.3% | +77.9% |
| 5Y | +55.1% | -31.5% | +86.7% | +64.0% |
| 10Y | +107.6% | +4.7% | +102.9% | +93.3% |
| All | +11,281.5% | +607.0% | +10,674.5% | +8,931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling