-5.7%
ENTG vs BBWI
-67.3%
+61.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -9.3% | -4.2% | -5.0% | -7.7% |
| 30D | -16.4% | +24.9% | -41.2% | -24.0% |
| 3M | -3.8% | +13.2% | -17.1% | -10.5% |
| 6M | -6.9% | +12.1% | -19.0% | -14.2% |
| YTD | +65.0% | +11.1% | +53.9% | +48.7% |
| 1Y | +61.7% | +0.7% | +61.0% | +49.1% |
| 3Y | +46.6% | -23.8% | +70.4% | +42.4% |
| All | -5.7% | -67.3% | +61.5% | +44.0% |
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