+330.8%
WM vs ENB
+108.4%
+222.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +15.2% | +1.4% | +13.9% | +14.7% |
| 3M | +8.3% | -5.2% | +13.5% | +10.2% |
| 6M | +13.1% | -9.9% | +23.1% | +17.0% |
| YTD | +12.5% | +4.7% | +7.9% | +10.4% |
| 1Y | +21.8% | +2.8% | +19.0% | +20.2% |
| 3Y | +48.8% | +71.3% | -22.5% | +23.1% |
| 5Y | +62.1% | +58.6% | +3.5% | +36.4% |
| All | +330.8% | +108.4% | +222.4% | +209.7% |
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