+502.5%
EWT vs ENB
+2,820.7%
-2,318.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +9.1% | +3.1% | +6.0% | +7.9% |
| 30D | -12.2% | +2.1% | -14.3% | -13.0% |
| 3M | -9.4% | -4.4% | -5.0% | -8.0% |
| 6M | +2.7% | -10.1% | +12.7% | +6.2% |
| YTD | +53.3% | +5.2% | +48.1% | +48.6% |
| 1Y | +59.2% | +4.2% | +54.9% | +54.8% |
| 3Y | +157.1% | +70.1% | +87.0% | +104.3% |
| 5Y | +119.6% | +59.4% | +60.2% | +77.5% |
| 10Y | +446.9% | +109.5% | +337.4% | +275.5% |
| All | +502.5% | +2,820.7% | -2,318.2% | +117.3% |
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 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