+1,279.2%
ENTG vs WSM
+4,054.0%
-2,774.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.4% |
| 7D | +15.2% | 0.0% | +15.2% | +15.2% |
| 30D | -3.6% | +5.1% | -8.7% | -6.3% |
| 3M | -10.0% | +5.1% | -15.1% | -12.5% |
| 6M | +1.8% | +48.6% | -46.8% | -14.8% |
| YTD | +75.5% | +44.2% | +31.3% | +49.3% |
| 1Y | +82.4% | +38.1% | +44.3% | +57.9% |
| 3Y | +58.5% | +257.2% | -198.7% | -11.9% |
| 5Y | +0.4% | +165.1% | -164.7% | -38.5% |
| 10Y | +759.6% | +1,123.6% | -364.0% | +134.5% |
| All | +1,279.2% | +4,054.0% | -2,774.8% | +61.7% |
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