+126.7%
WFC vs ENB
+71.0%
+55.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +9.3% | -7.5% | +16.8% | +12.8% |
| 6M | +10.6% | -4.1% | +14.8% | +12.1% |
| YTD | -4.1% | +9.8% | -13.9% | -9.6% |
| 1Y | +13.6% | +8.7% | +4.9% | +7.4% |
| 3Y | +130.7% | +79.0% | +51.7% | +59.0% |
| 5Y | +126.7% | +69.1% | +57.6% | +57.7% |
| All | +126.7% | +71.0% | +55.7% | +57.7% |
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 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