+142.4%
WFC vs ENB
+98.3%
+44.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +0.4% | -0.3% | +0.8% | +0.6% |
| 30D | +2.5% | -1.1% | +3.5% | +3.0% |
| 3M | +10.0% | -8.5% | +18.4% | +14.9% |
| 6M | +15.1% | -4.5% | +19.6% | +17.2% |
| YTD | -2.2% | +9.1% | -11.3% | -8.1% |
| 1Y | +13.5% | +8.0% | +5.5% | +7.0% |
| 3Y | +135.2% | +77.8% | +57.4% | +62.8% |
| 5Y | +128.3% | +69.4% | +59.0% | +61.3% |
| 10Y | +142.4% | +100.5% | +41.9% | +44.7% |
| All | +142.4% | +98.3% | +44.1% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling