+1,578.4%
ENTG vs SW
+730.4%
+848.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.5% | -11.2% | -12.5% |
| 7D | -22.0% | +4.7% | -26.7% | -22.5% |
| 30D | -25.2% | +5.0% | -30.2% | -25.7% |
| 3M | -14.2% | -7.3% | -6.9% | -13.6% |
| 6M | -16.3% | +15.0% | -31.3% | -17.8% |
| YTD | +48.5% | +18.5% | +30.0% | +45.5% |
| 1Y | +41.4% | +27.1% | +14.3% | +37.5% |
| 3Y | +36.7% | +49.3% | -12.6% | +32.4% |
| 5Y | -12.5% | -1.6% | -10.9% | -14.5% |
| 10Y | +734.4% | +185.4% | +549.0% | +679.2% |
| All | +1,578.4% | +730.4% | +848.0% | +1,463.9% |
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 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