+12.3%
WFC vs ENB
+7.5%
+4.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.8% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +1.5% | -2.2% | +3.7% | +1.4% |
| 3M | +10.9% | -10.5% | +21.4% | +10.8% |
| 6M | +8.4% | -5.1% | +13.5% | +8.5% |
| YTD | -1.9% | +9.0% | -10.8% | -1.3% |
| 1Y | +12.3% | +8.2% | +4.1% | +13.0% |
| All | +12.3% | +7.5% | +4.8% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling