+19.3%
ETN vs WM
-0.9%
+20.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +2.8% |
| 7D | +2.0% | -0.3% | +2.3% | +1.8% |
| 30D | -7.9% | -2.4% | -5.5% | -9.0% |
| 3M | -1.6% | +0.4% | -2.0% | -1.2% |
| 6M | +16.9% | -9.5% | +26.4% | +15.0% |
| YTD | +30.1% | +0.5% | +29.6% | +31.6% |
| 1Y | +19.3% | -1.1% | +20.4% | +22.2% |
| All | +19.3% | -0.9% | +20.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling