+1,765.4%
ENTG vs SW
+755.0%
+1,010.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.0% |
| 7D | +2.8% | -5.1% | +7.9% | +3.5% |
| 30D | -4.7% | -4.6% | -0.1% | -4.1% |
| 3M | -0.7% | +9.4% | -10.1% | -1.8% |
| 6M | +7.7% | +3.5% | +4.2% | +7.3% |
| YTD | +65.1% | +22.0% | +43.0% | +61.5% |
| 1Y | +74.8% | +2.2% | +72.6% | +73.9% |
| 3Y | +36.9% | +19.6% | +17.3% | +34.4% |
| 5Y | +16.1% | -2.3% | +18.4% | +13.4% |
| 10Y | +740.3% | +181.4% | +559.0% | +683.9% |
| All | +1,765.4% | +755.0% | +1,010.4% | +1,635.8% |
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