+1,219.2%
ENTG vs WSM
+3,614.0%
-2,394.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +8.9% | +2.6% | +6.4% | +7.8% |
| 30D | -7.2% | -9.5% | +2.3% | -3.2% |
| 3M | +6.4% | +12.9% | -6.5% | +1.1% |
| 6M | +25.7% | +23.0% | +2.6% | +15.2% |
| YTD | +67.9% | +28.9% | +39.0% | +51.0% |
| 1Y | +72.4% | +13.7% | +58.7% | +63.4% |
| 3Y | +48.4% | +232.6% | -184.2% | -14.6% |
| 5Y | +20.1% | +185.9% | -165.8% | -28.1% |
| 10Y | +768.1% | +998.6% | -230.5% | +149.8% |
| All | +1,219.2% | +3,614.0% | -2,394.8% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling