+18.4%
WMB vs ENB
+3.4%
+15.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.4% |
| 7D | +8.1% | 0.0% | +8.1% | +8.0% |
| 30D | -6.9% | +1.4% | -8.2% | -7.7% |
| 3M | -5.1% | -5.2% | +0.1% | -1.4% |
| 6M | -5.7% | -9.9% | +4.2% | +1.5% |
| YTD | +18.1% | +4.7% | +13.4% | +16.7% |
| 1Y | +18.4% | +2.8% | +15.6% | +17.8% |
| All | +18.4% | +3.4% | +15.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling