+706.7%
ETN vs WAT
+170.9%
+535.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -7.5% | -1.9% | -5.6% | -6.9% |
| 3M | +8.3% | +13.5% | -5.2% | +2.8% |
| 6M | +20.2% | +37.2% | -17.1% | +4.3% |
| YTD | +34.7% | +7.5% | +27.2% | +28.0% |
| 1Y | +19.4% | +35.0% | -15.6% | +2.4% |
| 3Y | +85.5% | +55.1% | +30.4% | +39.9% |
| 5Y | +186.6% | -2.8% | +189.4% | +167.6% |
| All | +706.7% | +170.9% | +535.7% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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