+16.2%
ENTG vs SW
-2.3%
+18.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.7% |
| 7D | +2.8% | -5.1% | +7.9% | +4.7% |
| 30D | -4.7% | -4.6% | -0.1% | -3.1% |
| 3M | -0.7% | +9.4% | -10.1% | -3.9% |
| 6M | +7.7% | +3.5% | +4.2% | +6.1% |
| YTD | +65.1% | +22.0% | +43.0% | +54.3% |
| 1Y | +74.8% | +2.2% | +72.6% | +71.3% |
| 3Y | +36.9% | +19.6% | +17.3% | +28.5% |
| All | +16.2% | -2.3% | +18.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling