+10,793.7%
WMT vs ENB
+11,386.8%
-593.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.0% | +3.1% | -1.1% | +1.6% |
| 30D | +10.3% | +2.1% | +8.2% | +9.9% |
| 3M | +11.0% | -4.4% | +15.4% | +11.6% |
| 6M | -2.3% | -10.1% | +7.7% | -1.0% |
| YTD | +15.7% | +5.2% | +10.5% | +14.7% |
| 1Y | +26.0% | +4.2% | +21.7% | +25.0% |
| 3Y | +136.5% | +70.1% | +66.4% | +118.8% |
| 5Y | +176.8% | +59.4% | +117.5% | +157.5% |
| 10Y | +537.5% | +109.5% | +428.0% | +459.4% |
| All | +10,793.7% | +11,386.8% | -593.1% | +6,868.5% |
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