+811.7%
ENTG vs BWA
+142.7%
+669.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.3% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | -0.8% | -5.6% | +4.7% | +2.6% |
| 3M | +6.6% | -10.7% | +17.2% | +14.7% |
| 6M | +22.1% | +23.2% | -1.1% | +8.5% |
| YTD | +70.2% | +46.0% | +24.2% | +34.0% |
| 1Y | +76.7% | +51.2% | +25.5% | +35.9% |
| 3Y | +50.5% | +69.6% | -19.1% | +5.5% |
| 5Y | +21.8% | +86.6% | -64.8% | -19.7% |
| 10Y | +811.7% | +152.3% | +659.4% | +403.0% |
| All | +811.7% | +142.7% | +669.0% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling