+44.8%
ENTG vs WETO
-99.4%
+144.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | +1.2% | -4.3% | +5.5% | +1.2% |
| 30D | -12.9% | -39.9% | +27.0% | -14.2% |
| 3M | -3.1% | -97.9% | +94.8% | +1.5% |
| 6M | +21.0% | -95.0% | +116.0% | +23.5% |
| YTD | +67.0% | -97.2% | +164.2% | +71.6% |
| 1Y | +68.6% | -98.9% | +167.5% | +74.0% |
| All | +44.8% | -99.4% | +144.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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