+197.5%
EWT vs ENB
+68.0%
+129.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -1.1% | -4.7% | +3.5% | -0.2% |
| 30D | +4.5% | -5.9% | +10.3% | +5.6% |
| 3M | +8.3% | -14.2% | +22.5% | +11.5% |
| 6M | +54.2% | -8.6% | +62.8% | +55.7% |
| YTD | +74.6% | +3.9% | +70.7% | +68.8% |
| 1Y | +84.9% | +1.8% | +83.1% | +79.9% |
| 3Y | +197.5% | +68.5% | +129.0% | +135.3% |
| All | +197.5% | +68.0% | +129.5% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling