+8,919.3%
WMT vs ENB
+11,892.0%
-2,972.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -11.3% | -7.5% | -3.8% | -10.3% |
| 6M | -13.8% | -4.1% | -9.7% | -13.4% |
| YTD | -4.2% | +9.8% | -14.0% | -5.6% |
| 1Y | +4.6% | +8.7% | -4.1% | +3.2% |
| 3Y | +100.5% | +79.0% | +21.5% | +84.1% |
| 5Y | +129.7% | +69.1% | +60.6% | +111.9% |
| 10Y | +423.4% | +96.5% | +326.9% | +362.6% |
| All | +8,919.3% | +11,892.0% | -2,972.7% | +5,635.9% |
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