+190.4%
ETN vs GWW
+222.0%
-31.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.6% |
| 7D | +3.5% | -3.4% | +6.9% | +5.5% |
| 30D | -7.5% | -1.9% | -5.6% | -6.6% |
| 3M | +8.3% | -2.4% | +10.7% | +9.5% |
| 6M | +20.2% | +15.7% | +4.5% | +10.1% |
| YTD | +34.7% | +27.6% | +7.1% | +16.3% |
| 1Y | +19.4% | +27.2% | -7.7% | +3.1% |
| 3Y | +85.5% | +89.7% | -4.2% | +26.3% |
| All | +190.4% | +222.0% | -31.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling