+706.7%
ETN vs W
+158.6%
+548.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +3.8% |
| 7D | +3.5% | -0.9% | +4.4% | +3.7% |
| 30D | -7.5% | -4.2% | -3.3% | -7.0% |
| 3M | +8.3% | +26.9% | -18.6% | +3.8% |
| 6M | +20.2% | +31.2% | -11.1% | +13.9% |
| YTD | +34.7% | -1.8% | +36.5% | +31.9% |
| 1Y | +19.4% | +9.3% | +10.1% | +14.4% |
| 3Y | +85.5% | +33.2% | +52.3% | +62.8% |
| 5Y | +186.6% | -62.4% | +249.0% | +169.8% |
| All | +706.7% | +158.6% | +548.1% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling