+46.6%
ENTG vs BWA
+64.1%
-17.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | +0.3% |
| 7D | -9.3% | -2.4% | -6.9% | -7.2% |
| 30D | -16.4% | -17.7% | +1.3% | -3.4% |
| 3M | -3.8% | -27.0% | +23.1% | +20.2% |
| 6M | -6.9% | -17.3% | +10.4% | +7.8% |
| YTD | +65.0% | +12.9% | +52.1% | +50.1% |
| 1Y | +61.7% | +12.9% | +48.8% | +47.0% |
| 3Y | +46.6% | +62.1% | -15.5% | -4.2% |
| All | +46.6% | +64.1% | -17.5% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling