+49.3%
SW vs ENB
+68.0%
-18.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +4.7% | -2.4% | +7.0% | +5.2% |
| 30D | +5.0% | +3.4% | +1.6% | +4.3% |
| 3M | -7.3% | -6.1% | -1.2% | -6.2% |
| 6M | +15.0% | -10.0% | +25.0% | +17.2% |
| YTD | +18.5% | +4.7% | +13.9% | +14.6% |
| 1Y | +27.1% | +7.5% | +19.6% | +21.7% |
| All | +49.3% | +68.0% | -18.8% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling