+706.7%
ETN vs WBD
+15.0%
+691.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.5% | -0.7% | +4.3% | +3.7% |
| 30D | -7.5% | +1.4% | -8.9% | -7.8% |
| 3M | +8.3% | +4.4% | +3.9% | +7.3% |
| 6M | +20.2% | +0.8% | +19.4% | +19.9% |
| YTD | +34.7% | -2.7% | +37.4% | +35.3% |
| 1Y | +19.4% | +73.4% | -54.0% | +6.5% |
| 3Y | +85.5% | +142.1% | -56.6% | +46.3% |
| 5Y | +186.6% | +7.2% | +179.4% | +156.7% |
| All | +706.7% | +15.0% | +691.7% | +497.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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