+748.7%
ENTG vs SW
+147.8%
+600.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.9% |
| 7D | +2.8% | -5.1% | +7.9% | +4.1% |
| 30D | -4.7% | -4.6% | -0.1% | -3.6% |
| 3M | -0.7% | +9.4% | -10.1% | -2.8% |
| 6M | +7.7% | +3.5% | +4.2% | +6.8% |
| YTD | +65.1% | +22.0% | +43.0% | +57.9% |
| 1Y | +74.8% | +2.2% | +72.6% | +72.8% |
| 3Y | +36.9% | +19.6% | +17.3% | +31.5% |
| 5Y | +16.1% | -2.3% | +18.4% | +10.6% |
| All | +748.7% | +147.8% | +600.9% | +600.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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