+608.2%
WDC vs ENB
+53.8%
+554.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | -3.2% | -1.8% | -1.5% | -2.4% |
| 30D | -19.0% | +2.0% | -21.1% | -19.7% |
| 3M | -28.4% | -5.8% | -22.6% | -26.5% |
| 6M | -39.2% | -9.7% | -29.5% | -37.2% |
| YTD | +82.1% | +4.2% | +77.8% | +73.3% |
| 1Y | +84.7% | +3.2% | +81.4% | +76.5% |
| 3Y | +825.6% | +70.6% | +755.1% | +517.3% |
| 5Y | +608.2% | +55.1% | +553.0% | +425.4% |
| All | +608.2% | +53.8% | +554.3% | +425.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling