+21.8%
ENTG vs WAB
+224.0%
-202.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.9% |
| 7D | +8.9% | +0.2% | +8.7% | +8.6% |
| 30D | -0.8% | -4.6% | +3.7% | +4.5% |
| 3M | +6.6% | +5.6% | +0.9% | +0.1% |
| 6M | +22.1% | +13.8% | +8.3% | +5.9% |
| YTD | +70.2% | +31.9% | +38.3% | +26.7% |
| 1Y | +76.7% | +48.3% | +28.5% | +16.6% |
| 3Y | +50.5% | +167.1% | -116.7% | -46.7% |
| 5Y | +21.8% | +222.9% | -201.1% | -63.7% |
| All | +21.8% | +224.0% | -202.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling