+6,438.2%
EW vs ENB
+3,240.8%
+3,197.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +1.0% | -2.2% | +3.3% | +1.6% |
| 3M | +2.8% | -10.5% | +13.3% | +5.9% |
| 6M | +5.5% | -5.1% | +10.6% | +6.7% |
| YTD | +5.5% | +9.0% | -3.5% | +2.4% |
| 1Y | +11.0% | +8.2% | +2.8% | +8.0% |
| 3Y | +17.7% | +67.8% | -50.1% | +0.4% |
| 5Y | -25.7% | +69.4% | -95.1% | -36.9% |
| 10Y | +132.8% | +117.5% | +15.3% | +78.9% |
| All | +6,438.2% | +3,240.8% | +3,197.4% | +3,208.0% |
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