+11,446.8%
ETN vs BWA
+3,424.3%
+8,022.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.6% |
| 7D | +8.0% | +4.3% | +3.8% | +6.1% |
| 30D | -5.9% | -2.9% | -3.0% | -4.8% |
| 3M | +5.0% | -12.4% | +17.4% | +11.1% |
| 6M | +22.4% | +28.6% | -6.2% | +9.7% |
| YTD | +33.6% | +48.2% | -14.6% | +11.4% |
| 1Y | +22.1% | +50.9% | -28.8% | +0.6% |
| 3Y | +85.6% | +72.2% | +13.4% | +40.2% |
| 5Y | +179.2% | +91.1% | +88.2% | +96.2% |
| 10Y | +687.3% | +144.0% | +543.3% | +368.7% |
| All | +11,446.8% | +3,424.3% | +8,022.5% | +2,780.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling