+15.3%
ENTG vs WTW
+42.0%
-26.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +1.2% | -5.7% | +6.9% | +2.8% |
| 30D | -12.9% | -7.3% | -5.6% | -11.2% |
| 3M | -3.1% | +21.5% | -24.5% | -10.5% |
| 6M | +21.0% | +9.6% | +11.4% | +16.0% |
| YTD | +67.0% | -3.3% | +70.3% | +68.4% |
| 1Y | +68.6% | -6.1% | +74.8% | +72.3% |
| 3Y | +48.6% | +61.8% | -13.2% | -2.5% |
| All | +15.3% | +42.0% | -26.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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