+428.1%
WMT vs ENTG
+797.5%
-369.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.8% | +1.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -7.4% | -12.9% | +5.4% | -6.5% |
| 3M | -10.9% | -3.1% | -7.8% | -11.5% |
| 6M | -12.7% | +21.0% | -33.7% | -15.8% |
| YTD | -3.2% | +67.0% | -70.2% | -10.2% |
| 1Y | +5.3% | +68.6% | -63.4% | -3.1% |
| 3Y | +101.9% | +48.6% | +53.2% | +82.3% |
| 5Y | +134.6% | +18.6% | +115.9% | +110.0% |
| All | +428.1% | +797.5% | -369.5% | +240.8% |
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