+1,197.2%
ENTG vs WAB
+6,073.3%
-4,876.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +5.7% |
| 7D | +2.8% | -3.2% | +6.0% | +5.0% |
| 30D | -4.7% | -4.4% | -0.2% | -1.8% |
| 3M | -0.7% | +7.9% | -8.6% | -5.2% |
| 6M | +7.7% | +8.7% | -1.0% | +2.9% |
| YTD | +65.1% | +33.0% | +32.1% | +39.2% |
| 1Y | +74.8% | +46.7% | +28.1% | +39.3% |
| 3Y | +36.9% | +153.0% | -116.1% | -21.0% |
| 5Y | +16.1% | +222.3% | -206.2% | -40.6% |
| 10Y | +740.3% | +291.0% | +449.4% | +227.5% |
| All | +1,197.2% | +6,073.3% | -4,876.1% | +16.5% |
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