+544.6%
ETN vs WM
+330.8%
+213.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +3.6% | +3.2% | +0.4% | +2.1% |
| 30D | -13.4% | +13.0% | -26.4% | -19.1% |
| 3M | -21.9% | +9.2% | -31.1% | -26.0% |
| 6M | -12.8% | +13.6% | -26.4% | -20.4% |
| YTD | +12.1% | +12.4% | -0.3% | +2.0% |
| 1Y | +0.8% | +21.2% | -20.4% | -12.6% |
| 3Y | +64.5% | +48.7% | +15.8% | +19.4% |
| 5Y | +121.7% | +61.9% | +59.8% | +48.4% |
| All | +544.6% | +330.8% | +213.8% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling