+147.8%
SW vs ENB
+116.8%
+31.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -4.6% | -2.2% | -2.3% | -4.2% |
| 3M | +9.4% | -10.5% | +19.9% | +12.0% |
| 6M | +3.5% | -5.1% | +8.6% | +4.4% |
| YTD | +22.0% | +9.0% | +13.1% | +19.0% |
| 1Y | +2.2% | +8.2% | -6.0% | -0.2% |
| 3Y | +19.6% | +67.8% | -48.2% | +5.2% |
| 5Y | -2.3% | +69.4% | -71.7% | -14.5% |
| All | +147.8% | +116.8% | +31.0% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling