+8,242.3%
WFC vs ENB
+11,160.3%
-2,918.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | +2.9% | +1.7% | +1.2% | +2.2% |
| 3M | -1.4% | -6.3% | +4.9% | +0.8% |
| 6M | +14.3% | -9.2% | +23.5% | +18.0% |
| YTD | -6.2% | +3.1% | -9.3% | -8.1% |
| 1Y | +1.6% | +3.4% | -1.8% | -0.6% |
| 3Y | +126.9% | +68.9% | +58.0% | +83.4% |
| 5Y | +94.0% | +51.7% | +42.2% | +63.0% |
| 10Y | +134.0% | +98.3% | +35.7% | +75.7% |
| All | +8,242.3% | +11,160.3% | -2,918.0% | +3,849.7% |
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 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