+799.0%
ETN vs W
+177.7%
+621.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +8.0% | +6.5% | +1.6% | +7.2% |
| 30D | -5.9% | -6.2% | +0.3% | -5.2% |
| 3M | +5.0% | +48.9% | -43.9% | -1.0% |
| 6M | +22.4% | +31.2% | -8.8% | +16.6% |
| YTD | +33.6% | -0.4% | +34.1% | +31.0% |
| 1Y | +22.1% | +14.8% | +7.3% | +16.8% |
| 3Y | +85.6% | +40.5% | +45.1% | +64.1% |
| 5Y | +179.2% | -62.1% | +241.4% | +161.7% |
| 10Y | +687.3% | +141.5% | +545.8% | +426.5% |
| All | +799.0% | +177.7% | +621.3% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling