+1,342.9%
ENTG vs WAB
+6,538.6%
-5,195.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.2% | +11.1% | +11.1% |
| 7D | +7.9% | +3.1% | +4.8% | +6.3% |
| 30D | -3.6% | +6.4% | -10.0% | -6.7% |
| 3M | +2.7% | +2.2% | +0.6% | +2.3% |
| 6M | +3.6% | +13.7% | -10.1% | -3.6% |
| YTD | +83.6% | +43.0% | +40.6% | +49.0% |
| 1Y | +84.9% | +47.0% | +37.9% | +47.7% |
| 3Y | +63.2% | +174.4% | -111.2% | -9.6% |
| 5Y | +4.9% | +222.2% | -217.3% | -46.0% |
| 10Y | +799.3% | +276.9% | +522.4% | +262.2% |
| All | +1,342.9% | +6,538.6% | -5,195.7% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling