+16,587.2%
ETN vs WM
+28,547.2%
-11,960.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.9% |
| 7D | -7.6% | +1.2% | -8.8% | -8.0% |
| 30D | -20.8% | +13.1% | -33.9% | -23.2% |
| 3M | -23.6% | +3.6% | -27.2% | -24.6% |
| 6M | -18.5% | +8.1% | -26.6% | -20.8% |
| YTD | +8.2% | +8.9% | -0.7% | +4.8% |
| 1Y | -8.7% | +20.3% | -29.0% | -13.7% |
| 3Y | +63.3% | +46.2% | +17.1% | +46.7% |
| 5Y | +115.6% | +59.9% | +55.7% | +89.4% |
| 10Y | +586.7% | +345.6% | +241.1% | +393.5% |
| All | +16,587.2% | +28,547.2% | -11,960.0% | +8,864.3% |
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