+305.6%
WM vs ENB
+116.8%
+188.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -2.4% | -2.2% | -0.1% | -1.7% |
| 3M | +0.4% | -10.5% | +10.9% | +4.1% |
| 6M | -9.5% | -5.1% | -4.4% | -8.1% |
| YTD | +0.5% | +9.0% | -8.5% | -2.6% |
| 1Y | -1.1% | +8.2% | -9.3% | -4.0% |
| 3Y | +46.0% | +67.8% | -21.7% | +21.9% |
| 5Y | +51.8% | +69.4% | -17.6% | +25.3% |
| All | +305.6% | +116.8% | +188.8% | +192.7% |
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