+1,197.2%
ENTG vs BWA
+2,116.0%
-918.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.4% |
| 7D | +2.8% | +5.7% | -2.8% | -0.7% |
| 30D | -4.7% | +1.4% | -6.1% | -5.5% |
| 3M | -0.7% | -12.1% | +11.4% | +8.7% |
| 6M | +7.7% | +28.6% | -20.8% | -7.6% |
| YTD | +65.1% | +51.1% | +14.0% | +24.8% |
| 1Y | +74.8% | +55.9% | +18.9% | +29.2% |
| 3Y | +36.9% | +70.1% | -33.2% | -6.2% |
| 5Y | +16.1% | +90.7% | -74.6% | -26.5% |
| 10Y | +740.3% | +154.0% | +586.4% | +286.5% |
| All | +1,197.2% | +2,116.0% | -918.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling