+336.3%
WBD vs ENB
+702.7%
-366.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -13.8% | +27.6% | +20.6% |
| 7D | +13.8% | -13.8% | +27.6% | +20.6% |
| 30D | +13.8% | -13.8% | +27.6% | +20.6% |
| 3M | +13.8% | -13.8% | +27.6% | +20.6% |
| 6M | +13.3% | -12.7% | +26.0% | +19.2% |
| YTD | +7.4% | +0.1% | +7.2% | +4.7% |
| 1Y | +63.0% | -4.3% | +67.3% | +62.6% |
| 3Y | +206.7% | +72.5% | +134.3% | +126.3% |
| 5Y | +18.4% | +55.1% | -36.7% | -7.6% |
| 10Y | +11.8% | +89.4% | -77.7% | -25.4% |
| All | +336.3% | +702.7% | -366.4% | +32.4% |
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 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