+782.9%
ENTG vs WSM
+1,071.8%
-288.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -12.9% | -7.7% | -5.1% | -9.8% |
| 3M | -3.1% | +3.8% | -6.8% | -4.5% |
| 6M | +21.0% | +22.7% | -1.7% | +11.4% |
| YTD | +67.0% | +28.0% | +39.0% | +51.3% |
| 1Y | +68.6% | +12.7% | +55.9% | +60.6% |
| 3Y | +48.6% | +231.3% | -182.6% | -9.9% |
| 5Y | +18.6% | +177.2% | -158.6% | -25.6% |
| All | +782.9% | +1,071.8% | -288.8% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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