+49.3%
WM vs ENB
+68.0%
-18.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.6% |
| 7D | +4.5% | -2.4% | +6.8% | +5.3% |
| 30D | +16.1% | +3.4% | +12.7% | +14.7% |
| 3M | +8.0% | -6.1% | +14.1% | +10.3% |
| 6M | +8.4% | -10.0% | +18.5% | +12.2% |
| YTD | +11.2% | +4.7% | +6.6% | +9.0% |
| 1Y | +22.3% | +7.5% | +14.8% | +18.7% |
| All | +49.3% | +68.0% | -18.8% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling