+125.7%
WFC vs ENTG
+64.3%
+61.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.3% | -11.2% | -1.5% |
| 7D | -1.3% | +7.9% | -9.2% | -2.6% |
| 30D | +3.6% | -3.6% | +7.1% | +3.5% |
| 3M | -1.3% | +2.7% | -4.0% | -2.8% |
| 6M | +18.0% | +3.6% | +14.4% | +13.6% |
| YTD | -5.9% | +83.6% | -89.5% | -21.1% |
| 1Y | +1.8% | +84.9% | -83.1% | -15.1% |
| All | +125.7% | +64.3% | +61.4% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling