+85.5%
ETN vs WAB
+167.4%
-81.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -7.5% | -4.1% | -3.5% | -4.3% |
| 3M | +8.3% | +8.2% | +0.2% | +1.4% |
| 6M | +20.2% | +15.4% | +4.8% | +6.9% |
| YTD | +34.7% | +33.1% | +1.5% | +6.9% |
| 1Y | +19.4% | +48.1% | -28.6% | -12.9% |
| 3Y | +85.5% | +167.7% | -82.2% | -9.5% |
| All | +85.5% | +167.4% | -81.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling