-5.5%
ETN vs GWW
+55.5%
-60.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.5% | -16.4% | -11.9% |
| 7D | -10.1% | +11.1% | -21.2% | -13.8% |
| 30D | -18.4% | +15.7% | -34.1% | -23.2% |
| 3M | -20.4% | +14.8% | -35.2% | -24.9% |
| 6M | -16.0% | +30.9% | -46.9% | -25.9% |
| YTD | +11.8% | +48.5% | -36.7% | -8.1% |
| 1Y | -5.5% | +57.1% | -62.6% | -25.2% |
| All | -5.5% | +55.5% | -60.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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