-5.5%
ETN vs WM
+21.9%
-27.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.6% | -11.5% | -8.7% |
| 7D | -10.1% | +5.9% | -16.1% | -6.3% |
| 30D | -18.4% | +15.4% | -33.8% | -9.9% |
| 3M | -20.4% | +6.3% | -26.8% | -16.0% |
| 6M | -16.0% | +5.6% | -21.6% | -9.9% |
| YTD | +11.8% | +9.9% | +1.8% | +19.9% |
| 1Y | -5.5% | +20.8% | -26.3% | +0.4% |
| All | -5.5% | +21.9% | -27.4% | +0.4% |
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