+74.8%
ENTG vs WAT
+41.4%
+33.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | -4.7% | +2.3% | -7.0% | -5.6% |
| 3M | -0.7% | +8.7% | -9.5% | -3.9% |
| 6M | +7.7% | +28.3% | -20.6% | -3.0% |
| YTD | +65.1% | +7.8% | +57.3% | +57.0% |
| 1Y | +74.8% | +36.6% | +38.2% | +46.4% |
| All | +74.8% | +41.4% | +33.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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