-5.5%
ETN vs BWA
+17.4%
-22.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.5% | -7.3% | -8.6% |
| 7D | -10.1% | -9.9% | -0.2% | -5.3% |
| 30D | -18.4% | -16.4% | -2.0% | -10.8% |
| 3M | -20.4% | -19.8% | -0.6% | -11.4% |
| 6M | -16.0% | -10.0% | -6.0% | -9.9% |
| YTD | +11.8% | +12.7% | -1.0% | +7.4% |
| 1Y | -5.5% | +15.7% | -21.1% | -10.4% |
| All | -5.5% | +17.4% | -22.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling