+65.7%
ENTG vs WAB
+46.5%
+19.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.1% | -7.6% | -7.8% |
| 7D | -10.3% | +4.5% | -14.9% | -15.1% |
| 30D | -14.4% | +1.1% | -15.4% | -15.2% |
| 3M | -1.1% | -1.3% | +0.2% | +0.7% |
| 6M | +3.0% | +12.7% | -9.8% | -10.1% |
| YTD | +70.1% | +38.7% | +31.4% | +10.2% |
| 1Y | +65.7% | +44.9% | +20.8% | -0.6% |
| All | +65.7% | +46.5% | +19.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling