-2.7%
ENTG vs BWA
+32.7%
-35.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | +0.4% |
| 7D | -9.3% | -2.4% | -6.9% | -7.1% |
| 30D | -16.4% | -17.7% | +1.3% | -2.7% |
| 3M | -3.8% | -27.0% | +23.1% | +21.5% |
| 6M | -6.9% | -17.3% | +10.4% | +8.2% |
| YTD | +65.0% | +12.9% | +52.1% | +48.3% |
| 1Y | +61.7% | +12.9% | +48.8% | +45.4% |
| 3Y | +46.6% | +62.1% | -15.5% | -3.8% |
| 5Y | -2.7% | +30.7% | -33.4% | -31.9% |
| All | -2.7% | +32.7% | -35.4% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling