+20,418.4%
SHW vs ENB
+11,799.4%
+8,619.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -9.5% | -2.2% | -7.3% | -9.1% |
| 3M | +11.5% | -10.5% | +22.0% | +14.1% |
| 6M | -3.5% | -5.1% | +1.5% | -2.6% |
| YTD | +3.7% | +9.0% | -5.2% | +1.3% |
| 1Y | -7.9% | +8.2% | -16.1% | -9.9% |
| 3Y | +24.7% | +67.8% | -43.1% | +10.0% |
| 5Y | +13.6% | +69.4% | -55.8% | -0.3% |
| 10Y | +283.0% | +117.5% | +165.4% | +210.3% |
| All | +20,418.4% | +11,799.4% | +8,619.1% | +11,576.3% |
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