+15.3%
ENTG vs WSM
+175.3%
-159.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | -12.9% | -7.7% | -5.1% | -8.9% |
| 3M | -3.1% | +3.8% | -6.8% | -5.0% |
| 6M | +21.0% | +22.7% | -1.7% | +8.5% |
| YTD | +67.0% | +28.0% | +39.0% | +46.5% |
| 1Y | +68.6% | +12.7% | +55.9% | +57.7% |
| 3Y | +48.6% | +231.3% | -182.6% | -27.4% |
| All | +15.3% | +175.3% | -159.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling