+8,283.3%
ETN vs WAB
+4,056.8%
+4,226.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -6.7% | -4.6% | -2.1% | -4.9% |
| 3M | +3.6% | +5.6% | -2.0% | +1.5% |
| 6M | +18.3% | +13.8% | +4.5% | +12.9% |
| YTD | +31.5% | +31.9% | -0.4% | +18.8% |
| 1Y | +20.6% | +48.3% | -27.7% | +4.3% |
| 3Y | +82.5% | +167.1% | -84.6% | +28.1% |
| 5Y | +177.8% | +222.9% | -45.1% | +82.0% |
| 10Y | +705.0% | +289.9% | +415.1% | +373.4% |
| All | +8,283.3% | +4,056.8% | +4,226.5% | +2,759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling