+1,822.2%
ENTG vs SW
+743.1%
+1,079.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.1% | -10.6% | -7.0% |
| 7D | -10.3% | +12.1% | -22.4% | -11.6% |
| 30D | -14.4% | +6.6% | -20.9% | -15.1% |
| 3M | -1.1% | -6.0% | +4.9% | -0.6% |
| 6M | +3.0% | +21.5% | -18.5% | +0.5% |
| YTD | +70.1% | +20.3% | +49.8% | +66.3% |
| 1Y | +65.7% | +28.1% | +37.6% | +61.0% |
| 3Y | +56.5% | +51.6% | +4.9% | +51.3% |
| 5Y | -1.9% | -0.1% | -1.7% | -4.3% |
| 10Y | +855.6% | +189.7% | +665.8% | +790.5% |
| All | +1,822.2% | +743.1% | +1,079.1% | +1,687.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling