+324.8%
WM vs ENB
+102.5%
+222.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -1.8% | +2.5% | +1.4% |
| 30D | +13.8% | +2.0% | +11.8% | +13.0% |
| 3M | +6.4% | -5.8% | +12.2% | +8.5% |
| 6M | +13.2% | -9.7% | +22.9% | +16.9% |
| YTD | +10.8% | +4.2% | +6.5% | +8.8% |
| 1Y | +20.2% | +3.2% | +17.0% | +18.4% |
| 3Y | +46.5% | +70.6% | -24.1% | +21.3% |
| 5Y | +61.3% | +55.1% | +6.1% | +36.7% |
| 10Y | +324.8% | +107.6% | +217.2% | +207.5% |
| All | +324.8% | +102.5% | +222.3% | +207.5% |
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