+20.1%
ENTG vs WWD
+192.1%
-172.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +3.1% |
| 7D | +8.9% | +0.8% | +8.1% | +8.3% |
| 30D | -7.2% | -6.4% | -0.8% | -2.8% |
| 3M | +6.4% | -5.6% | +12.0% | +10.4% |
| 6M | +25.7% | -9.1% | +34.8% | +34.1% |
| YTD | +67.9% | +12.5% | +55.3% | +53.3% |
| 1Y | +72.4% | +41.3% | +31.0% | +31.4% |
| 3Y | +48.4% | +170.2% | -121.8% | -31.2% |
| 5Y | +20.1% | +192.5% | -172.4% | -51.8% |
| All | +20.1% | +192.1% | -172.0% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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