+1,197.2%
ENTG vs BBWI
+218.5%
+978.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.3% | +5.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.2% |
| 30D | -4.7% | -5.2% | +0.5% | -3.5% |
| 3M | -0.7% | +11.1% | -11.8% | -6.9% |
| 6M | +7.7% | -13.4% | +21.1% | +10.1% |
| YTD | +65.1% | +0.1% | +65.0% | +56.9% |
| 1Y | +74.8% | -36.1% | +110.9% | +96.4% |
| 3Y | +36.9% | -44.1% | +81.0% | +54.3% |
| 5Y | +16.1% | -66.2% | +82.4% | +54.8% |
| 10Y | +740.3% | -54.8% | +795.1% | +626.2% |
| All | +1,197.2% | +218.5% | +978.7% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling