+336.7%
SHW vs ENTG
+757.2%
-420.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.4% |
| 7D | +1.7% | +15.2% | -13.5% | -1.5% |
| 30D | +7.8% | -3.6% | +11.5% | +7.4% |
| 3M | -3.0% | -10.0% | +7.0% | -2.5% |
| 6M | +14.8% | +1.8% | +13.0% | +9.1% |
| YTD | +8.8% | +75.5% | -66.7% | -10.9% |
| 1Y | +4.2% | +82.4% | -78.2% | -15.7% |
| 3Y | +41.5% | +58.5% | -17.0% | +10.9% |
| 5Y | +10.5% | +0.4% | +10.1% | -7.1% |
| All | +336.7% | +757.2% | -420.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling