+782.9%
ENTG vs GWW
+570.2%
+212.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +1.2% | -3.4% | +4.5% | +3.1% |
| 30D | -12.9% | -1.9% | -11.0% | -12.0% |
| 3M | -3.1% | -2.4% | -0.7% | -2.1% |
| 6M | +21.0% | +15.7% | +5.3% | +10.5% |
| YTD | +67.0% | +27.6% | +39.4% | +44.2% |
| 1Y | +68.6% | +27.2% | +41.4% | +46.1% |
| 3Y | +48.6% | +89.7% | -41.0% | +4.7% |
| 5Y | +18.6% | +223.9% | -205.3% | -35.5% |
| All | +782.9% | +570.2% | +212.8% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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