+7,328.4%
EW vs ENB
+3,027.4%
+4,301.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | +11.0% | -5.2% | +16.2% | +12.6% |
| 30D | +19.1% | +2.2% | +16.9% | +18.2% |
| 3M | +14.4% | -8.1% | +22.4% | +16.8% |
| 6M | +22.8% | -11.2% | +33.9% | +26.4% |
| YTD | +19.8% | +2.0% | +17.8% | +18.3% |
| 1Y | +23.9% | +4.1% | +19.8% | +21.6% |
| 3Y | +52.2% | +64.7% | -12.5% | +30.5% |
| 5Y | -13.9% | +46.6% | -60.5% | -24.0% |
| 10Y | +241.9% | +102.7% | +139.2% | +167.8% |
| All | +7,328.4% | +3,027.4% | +4,301.0% | +3,723.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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