+20.1%
ENTG vs WAT
-4.5%
+24.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.7% |
| 7D | +8.9% | -0.7% | +9.7% | +9.4% |
| 30D | -7.2% | -1.0% | -6.3% | -6.8% |
| 3M | +6.4% | +10.9% | -4.5% | -0.3% |
| 6M | +25.7% | +33.2% | -7.5% | +3.3% |
| YTD | +67.9% | +6.1% | +61.8% | +58.2% |
| 1Y | +72.4% | +30.2% | +42.1% | +40.3% |
| 3Y | +48.4% | +52.9% | -4.4% | +2.3% |
| 5Y | +20.1% | -5.1% | +25.2% | +14.1% |
| All | +20.1% | -4.5% | +24.5% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling