+64.7%
ENTG vs WAT
+83.1%
-18.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.4% |
| 7D | +22.8% | +2.0% | +20.8% | +21.5% |
| 30D | -4.9% | +7.7% | -12.6% | -8.3% |
| 3M | -4.8% | +11.1% | -15.9% | -10.1% |
| 6M | +5.6% | +31.2% | -25.6% | -9.2% |
| YTD | +82.4% | +21.7% | +60.7% | +61.3% |
| 1Y | +82.9% | +19.3% | +63.5% | +63.5% |
| All | +64.7% | +83.1% | -18.4% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling