+112.6%
ETN vs WM
+59.1%
+53.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.7% |
| 7D | -7.6% | +1.2% | -8.8% | -7.8% |
| 30D | -20.8% | +13.1% | -33.9% | -22.4% |
| 3M | -23.6% | +3.6% | -27.2% | -24.0% |
| 6M | -18.5% | +8.1% | -26.6% | -20.4% |
| YTD | +8.2% | +8.9% | -0.7% | +4.9% |
| 1Y | -8.7% | +20.3% | -29.0% | -14.7% |
| 3Y | +63.3% | +46.2% | +17.1% | +35.5% |
| All | +112.6% | +59.1% | +53.5% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling