+755.0%
SW vs ENB
+432.7%
+322.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +9.4% | -10.5% | +19.9% | +10.7% |
| 6M | +3.5% | -5.1% | +8.6% | +4.0% |
| YTD | +22.0% | +9.0% | +13.1% | +20.5% |
| 1Y | +2.2% | +8.2% | -6.0% | +1.0% |
| 3Y | +19.6% | +67.8% | -48.2% | +12.3% |
| 5Y | -2.3% | +69.4% | -71.7% | -8.4% |
| 10Y | +181.4% | +117.5% | +63.8% | +154.0% |
| All | +755.0% | +432.7% | +322.3% | +837.1% |
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