+1.8%
WFC vs ENB
+3.8%
-2.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | +3.6% | +2.0% | +1.5% | +3.7% |
| 3M | -1.3% | -5.8% | +4.5% | -1.7% |
| 6M | +18.0% | -9.7% | +27.7% | +17.6% |
| YTD | -5.9% | +4.2% | -10.1% | -4.5% |
| 1Y | +1.8% | +3.2% | -1.4% | +3.1% |
| All | +1.8% | +3.8% | -2.1% | +3.1% |
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 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