+590.1%
EWT vs ENB
+2,949.2%
-2,359.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +8.2% | -0.2% | +8.4% | +8.2% |
| 3M | +11.1% | -7.5% | +18.6% | +13.9% |
| 6M | +60.4% | -4.1% | +64.6% | +62.0% |
| YTD | +75.6% | +9.8% | +65.8% | +67.7% |
| 1Y | +91.3% | +8.7% | +82.6% | +83.2% |
| 3Y | +200.3% | +79.0% | +121.3% | +134.1% |
| 5Y | +156.4% | +69.1% | +87.3% | +102.6% |
| 10Y | +495.8% | +96.5% | +399.3% | +320.8% |
| All | +590.1% | +2,949.2% | -2,359.1% | +145.1% |
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