+8,627.7%
WFC vs ENB
+11,799.4%
-3,171.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +1.5% | -2.2% | +3.7% | +2.3% |
| 3M | +10.9% | -10.5% | +21.4% | +15.2% |
| 6M | +8.4% | -5.1% | +13.5% | +10.1% |
| YTD | -1.9% | +9.0% | -10.8% | -5.6% |
| 1Y | +12.3% | +8.2% | +4.1% | +8.2% |
| 3Y | +132.3% | +67.8% | +64.6% | +88.4% |
| 5Y | +130.1% | +69.4% | +60.7% | +85.8% |
| 10Y | +134.4% | +117.5% | +16.9% | +70.4% |
| All | +8,627.7% | +11,799.4% | -3,171.7% | +3,953.3% |
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