+63.3%
ETN vs WM
+47.1%
+16.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.1% |
| 7D | -7.6% | +1.2% | -8.8% | -7.4% |
| 30D | -20.8% | +13.1% | -33.9% | -19.6% |
| 3M | -23.6% | +3.6% | -27.2% | -22.8% |
| 6M | -18.5% | +8.1% | -26.6% | -17.9% |
| YTD | +8.2% | +8.9% | -0.7% | +8.4% |
| 1Y | -8.7% | +20.3% | -29.0% | -10.3% |
| 3Y | +63.3% | +46.2% | +17.1% | +43.1% |
| All | +63.3% | +47.1% | +16.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling