+707.4%
WMT vs ENTG
+1,257.1%
-549.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +0.1% | +8.9% | -8.8% | -0.7% |
| 30D | -5.0% | -7.2% | +2.3% | -4.5% |
| 3M | -11.3% | +6.4% | -17.7% | -12.8% |
| 6M | -13.8% | +25.7% | -39.5% | -17.0% |
| YTD | -4.2% | +67.9% | -72.1% | -10.6% |
| 1Y | +4.6% | +72.4% | -67.8% | -3.2% |
| 3Y | +100.5% | +48.4% | +52.0% | +84.0% |
| 5Y | +129.7% | +20.1% | +109.6% | +109.5% |
| 10Y | +423.4% | +768.2% | -344.7% | +284.1% |
| All | +707.4% | +1,257.1% | -549.7% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling