+20.1%
ENTG vs BBWI
-66.8%
+86.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.9% |
| 7D | +8.9% | +1.6% | +7.4% | +8.2% |
| 30D | -7.2% | -6.2% | -1.0% | -5.7% |
| 3M | +6.4% | +4.3% | +2.1% | +2.5% |
| 6M | +25.7% | -7.2% | +32.8% | +24.8% |
| YTD | +67.9% | -3.0% | +70.9% | +61.8% |
| 1Y | +72.4% | -30.8% | +103.1% | +89.5% |
| 3Y | +48.4% | -43.4% | +91.8% | +66.0% |
| 5Y | +20.1% | -66.7% | +86.8% | +78.0% |
| All | +20.1% | -66.8% | +86.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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