+29,154.7%
WM vs ENB
+11,329.0%
+17,825.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.5% |
| 7D | +4.5% | -2.4% | +6.8% | +5.0% |
| 30D | +16.1% | +3.4% | +12.7% | +15.2% |
| 3M | +8.0% | -6.1% | +14.1% | +9.5% |
| 6M | +8.4% | -10.0% | +18.5% | +10.9% |
| YTD | +11.2% | +4.7% | +6.6% | +9.9% |
| 1Y | +22.3% | +7.5% | +14.8% | +20.1% |
| 3Y | +50.2% | +69.1% | -18.9% | +33.1% |
| 5Y | +63.3% | +50.4% | +12.9% | +47.7% |
| 10Y | +355.0% | +108.0% | +247.1% | +274.2% |
| All | +29,154.7% | +11,329.0% | +17,825.7% | +17,694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling