+9,101.3%
ITW vs ENB
+11,799.4%
-2,698.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | -9.1% | -2.2% | -6.9% | -8.6% |
| 3M | +8.2% | -10.5% | +18.7% | +11.6% |
| 6M | -4.8% | -5.1% | +0.3% | -3.6% |
| YTD | +11.0% | +9.0% | +2.1% | +7.8% |
| 1Y | +4.2% | +8.2% | -4.0% | +1.4% |
| 3Y | +17.3% | +67.8% | -50.5% | -0.2% |
| 5Y | +33.0% | +69.4% | -36.4% | +12.7% |
| 10Y | +182.3% | +117.5% | +64.8% | +117.0% |
| All | +9,101.3% | +11,799.4% | -2,698.1% | +4,480.2% |
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 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