+49.6%
ETN vs WETO
-99.4%
+149.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +4.0% |
| 7D | +3.5% | -4.3% | +7.8% | +3.6% |
| 30D | -7.5% | -39.9% | +32.4% | -10.3% |
| 3M | +8.3% | -97.9% | +106.2% | +5.4% |
| 6M | +20.2% | -95.0% | +115.2% | +15.3% |
| YTD | +34.7% | -97.2% | +131.8% | +29.5% |
| 1Y | +19.4% | -98.9% | +118.4% | +15.4% |
| All | +49.6% | -99.4% | +149.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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