+11,931.6%
WDC vs ENB
+11,281.5%
+650.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | -3.2% | -1.8% | -1.5% | -2.5% |
| 30D | -19.0% | +2.0% | -21.1% | -19.6% |
| 3M | -28.4% | -5.8% | -22.6% | -26.9% |
| 6M | -39.2% | -9.7% | -29.5% | -37.3% |
| YTD | +82.1% | +4.2% | +77.8% | +77.4% |
| 1Y | +84.7% | +3.2% | +81.4% | +80.4% |
| 3Y | +825.6% | +70.6% | +755.1% | +641.1% |
| 5Y | +608.2% | +55.1% | +553.0% | +490.1% |
| 10Y | +695.1% | +107.6% | +587.5% | +492.9% |
| All | +11,931.6% | +11,281.5% | +650.1% | +7,465.1% |
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