+330.8%
WM vs ENTG
+790.9%
-460.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +1.2% | +22.8% | -21.6% | -0.1% |
| 30D | +15.2% | -4.9% | +20.1% | +15.2% |
| 3M | +8.3% | -4.8% | +13.2% | +8.1% |
| 6M | +13.1% | +5.6% | +7.5% | +10.8% |
| YTD | +12.5% | +82.4% | -69.9% | +3.4% |
| 1Y | +21.8% | +82.9% | -61.1% | +11.6% |
| 3Y | +48.8% | +62.1% | -13.4% | +33.1% |
| 5Y | +62.1% | +4.3% | +57.8% | +50.5% |
| All | +330.8% | +790.9% | -460.1% | +160.2% |
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