+9,233.9%
ETN vs WAT
+10,644.3%
-1,410.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | +8.0% | -0.7% | +8.8% | +8.2% |
| 30D | -5.9% | -1.0% | -4.9% | -5.7% |
| 3M | +5.0% | +10.9% | -5.9% | +2.0% |
| 6M | +22.4% | +33.2% | -10.8% | +12.4% |
| YTD | +33.6% | +6.1% | +27.6% | +29.6% |
| 1Y | +22.1% | +30.2% | -8.1% | +11.7% |
| 3Y | +85.6% | +52.9% | +32.7% | +58.7% |
| 5Y | +179.2% | -5.1% | +184.4% | +167.9% |
| 10Y | +687.3% | +152.6% | +534.7% | +483.9% |
| All | +9,233.9% | +10,644.3% | -1,410.4% | +4,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling