+99.4%
WMT vs ENB
+76.5%
+22.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -5.8% | -1.1% | -4.8% | -5.6% |
| 3M | -10.8% | -8.5% | -2.3% | -8.8% |
| 6M | -14.3% | -4.5% | -9.8% | -13.6% |
| YTD | -4.4% | +9.1% | -13.5% | -6.9% |
| 1Y | +4.3% | +8.0% | -3.6% | +1.8% |
| All | +99.4% | +76.5% | +22.9% | +70.7% |
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