+20.6%
ETN vs WM
+0.5%
+20.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -2.0% |
| 7D | +6.2% | -1.2% | +7.4% | +5.5% |
| 30D | -6.7% | -4.5% | -2.2% | -8.9% |
| 3M | +3.6% | -2.2% | +5.8% | +2.9% |
| 6M | +18.3% | -11.5% | +29.8% | +15.4% |
| YTD | +31.5% | -0.7% | +32.1% | +32.2% |
| 1Y | +20.6% | +0.3% | +20.2% | +23.6% |
| All | +20.6% | +0.5% | +20.0% | +23.6% |
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