+85.5%
ETN vs WAT
+54.7%
+30.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -7.5% | -1.9% | -5.6% | -7.2% |
| 3M | +8.3% | +13.5% | -5.2% | +5.4% |
| 6M | +20.2% | +37.2% | -17.1% | +11.4% |
| YTD | +34.7% | +7.5% | +27.2% | +31.6% |
| 1Y | +19.4% | +35.0% | -15.6% | +9.8% |
| 3Y | +85.5% | +55.1% | +30.4% | +65.8% |
| All | +85.5% | +54.7% | +30.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling