+131.4%
WMT vs ENB
+61.9%
+69.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.9% |
| 7D | -2.5% | -4.6% | +2.1% | -1.3% |
| 30D | -6.4% | -5.2% | -1.2% | -5.2% |
| 3M | -12.1% | -13.4% | +1.3% | -8.9% |
| 6M | -15.0% | -7.8% | -7.1% | -13.4% |
| YTD | -4.5% | +4.9% | -9.4% | -6.1% |
| 1Y | +6.2% | +3.2% | +2.9% | +4.8% |
| 3Y | +99.9% | +71.0% | +28.9% | +72.2% |
| 5Y | +131.4% | +64.0% | +67.5% | +101.8% |
| All | +131.4% | +61.9% | +69.5% | +101.8% |
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