+142.7%
WFC vs ENTG
+778.5%
-635.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.7% |
| 7D | +0.3% | +5.1% | -4.8% | -1.0% |
| 30D | +2.3% | -8.5% | +10.8% | +4.1% |
| 3M | +9.8% | +6.7% | +3.1% | +4.2% |
| 6M | +15.6% | +17.7% | -2.2% | +5.3% |
| YTD | -2.4% | +63.5% | -65.9% | -20.1% |
| 1Y | +13.8% | +73.6% | -59.8% | -9.7% |
| 3Y | +134.6% | +44.6% | +90.1% | +84.1% |
| 5Y | +127.9% | +16.1% | +111.8% | +79.7% |
| All | +142.7% | +778.5% | -635.8% | -8.6% |
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