+763.1%
ETN vs NWSA
+120.6%
+642.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | +3.0% | -4.8% | +7.8% | +5.1% |
| 30D | -10.9% | +3.0% | -13.9% | -12.2% |
| 3M | +9.2% | +9.3% | -0.1% | +3.8% |
| 6M | +13.9% | +23.2% | -9.3% | +2.1% |
| YTD | +29.5% | +13.3% | +16.2% | +19.6% |
| 1Y | +14.2% | +2.9% | +11.3% | +9.8% |
| 3Y | +79.9% | +43.3% | +36.6% | +47.7% |
| 5Y | +175.7% | +40.9% | +134.8% | +120.7% |
| 10Y | +693.2% | +148.1% | +545.1% | +339.2% |
| All | +763.1% | +120.6% | +642.5% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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