+782.9%
ENTG vs NWSA
+149.4%
+633.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | +1.2% | -2.8% | +4.0% | +2.9% |
| 30D | -12.9% | +3.0% | -15.9% | -14.7% |
| 3M | -3.1% | +12.3% | -15.4% | -12.0% |
| 6M | +21.0% | +21.9% | -0.9% | +3.3% |
| YTD | +67.0% | +13.6% | +53.4% | +47.7% |
| 1Y | +68.6% | +0.5% | +68.1% | +61.5% |
| 3Y | +48.6% | +43.8% | +4.9% | +15.2% |
| 5Y | +18.6% | +41.2% | -22.6% | -8.5% |
| All | +782.9% | +149.4% | +633.6% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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