+278.8%
WMB vs ENB
+69.5%
+209.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +3.3% | -2.2% | +5.5% | +5.1% |
| 3M | +3.1% | -10.5% | +13.6% | +12.4% |
| 6M | -0.7% | -5.1% | +4.4% | +3.3% |
| YTD | +25.2% | +9.0% | +16.2% | +16.5% |
| 1Y | +32.9% | +8.2% | +24.7% | +24.2% |
| 3Y | +140.6% | +67.8% | +72.8% | +56.4% |
| All | +278.8% | +69.5% | +209.3% | +141.8% |
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 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