+1,197.2%
ENTG vs WWD
+8,415.2%
-7,218.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.6% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | -4.7% | -7.2% | +2.5% | -0.6% |
| 3M | -0.7% | -3.8% | +3.1% | +1.4% |
| 6M | +7.7% | -9.9% | +17.6% | +14.6% |
| YTD | +65.1% | +14.8% | +50.2% | +52.4% |
| 1Y | +74.8% | +42.1% | +32.7% | +42.3% |
| 3Y | +36.9% | +170.8% | -133.9% | -22.2% |
| 5Y | +16.1% | +197.5% | -181.4% | -37.6% |
| 10Y | +740.3% | +477.8% | +262.5% | +174.8% |
| All | +1,197.2% | +8,415.2% | -7,218.0% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling