+1,197.2%
ENTG vs WAT
+480.4%
+716.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.5% |
| 30D | -4.7% | +2.3% | -7.0% | -5.9% |
| 3M | -0.7% | +8.7% | -9.5% | -4.9% |
| 6M | +7.7% | +28.3% | -20.6% | -6.2% |
| YTD | +65.1% | +7.8% | +57.3% | +55.9% |
| 1Y | +74.8% | +36.6% | +38.2% | +45.2% |
| 3Y | +36.9% | +45.7% | -8.8% | +7.8% |
| 5Y | +16.1% | -3.3% | +19.4% | +12.8% |
| 10Y | +740.3% | +162.1% | +578.2% | +387.2% |
| All | +1,197.2% | +480.4% | +716.8% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling