+21.8%
ENTG vs NWSA
+40.1%
-18.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +8.9% | -3.1% | +12.0% | +11.0% |
| 30D | -0.8% | +4.3% | -5.1% | -3.9% |
| 3M | +6.6% | +9.2% | -2.7% | -2.8% |
| 6M | +22.1% | +21.6% | +0.5% | +1.3% |
| YTD | +70.2% | +14.2% | +56.0% | +46.7% |
| 1Y | +76.7% | +1.8% | +75.0% | +67.7% |
| 3Y | +50.5% | +44.4% | +6.0% | +8.6% |
| 5Y | +21.8% | +41.0% | -19.1% | -16.1% |
| All | +21.8% | +40.1% | -18.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling