+19,963.1%
ETN vs WM
+26,336.4%
-6,373.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -7.9% | -2.4% | -5.5% | -7.5% |
| 3M | -1.6% | +0.4% | -2.0% | -2.2% |
| 6M | +16.9% | -9.5% | +26.4% | +18.7% |
| YTD | +30.1% | +0.5% | +29.6% | +28.8% |
| 1Y | +19.3% | -1.1% | +20.4% | +18.3% |
| 3Y | +82.5% | +46.0% | +36.5% | +64.5% |
| 5Y | +166.8% | +51.8% | +115.0% | +138.3% |
| 10Y | +649.7% | +307.5% | +342.2% | +452.3% |
| All | +19,963.1% | +26,336.4% | -6,373.3% | +10,923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling