+58.3%
ENTG vs WOLF
+37.9%
+20.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.3% | +2.6% | -1.9% |
| 7D | +15.2% | +4.4% | +10.8% | +13.9% |
| 30D | -3.6% | +1.0% | -4.7% | -4.1% |
| 3M | -10.0% | -21.2% | +11.2% | -4.9% |
| 6M | +1.8% | -60.3% | +62.1% | +21.2% |
| YTD | +75.5% | +42.6% | +32.9% | +57.5% |
| 1Y | +82.4% | +36.5% | +45.9% | +63.5% |
| All | +58.3% | +37.9% | +20.3% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling