+58.5%
WM vs ENB
+52.8%
+5.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | +13.7% | +2.5% | +11.2% | +12.6% |
| 3M | +5.2% | -5.8% | +11.0% | +7.4% |
| 6M | +11.2% | -8.5% | +19.7% | +14.5% |
| YTD | +9.4% | +3.9% | +5.5% | +7.4% |
| 1Y | +20.4% | +3.7% | +16.7% | +18.2% |
| 3Y | +44.7% | +70.1% | -25.4% | +18.6% |
| 5Y | +58.5% | +53.2% | +5.3% | +35.2% |
| All | +58.5% | +52.8% | +5.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling