+45.7%
WM vs ENB
+67.2%
-21.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -0.5% | -3.7% | +3.2% | +0.8% |
| 30D | +13.3% | +1.7% | +11.6% | +12.6% |
| 3M | +4.4% | -6.3% | +10.7% | +6.6% |
| 6M | +10.8% | -9.2% | +20.0% | +14.3% |
| YTD | +9.1% | +3.1% | +6.0% | +7.4% |
| 1Y | +19.1% | +3.4% | +15.8% | +17.2% |
| 3Y | +45.7% | +68.9% | -23.3% | +31.0% |
| All | +45.7% | +67.2% | -21.6% | +31.0% |
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