+154.5%
EWT vs ENB
+68.4%
+86.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +9.4% | -1.1% | +10.4% | +9.7% |
| 3M | +10.9% | -8.5% | +19.3% | +13.7% |
| 6M | +57.9% | -4.5% | +62.5% | +59.1% |
| YTD | +75.9% | +9.1% | +66.8% | +67.9% |
| 1Y | +89.7% | +8.0% | +81.7% | +81.5% |
| 3Y | +200.9% | +77.8% | +123.1% | +130.3% |
| 5Y | +154.5% | +69.4% | +85.1% | +98.2% |
| All | +154.5% | +68.4% | +86.1% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling