+190.4%
ETN vs WSM
+175.3%
+15.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +3.5% | -0.5% | +4.1% | +3.7% |
| 30D | -7.5% | -7.7% | +0.2% | -5.5% |
| 3M | +8.3% | +3.8% | +4.6% | +7.0% |
| 6M | +20.2% | +22.7% | -2.5% | +13.1% |
| YTD | +34.7% | +28.0% | +6.7% | +25.1% |
| 1Y | +19.4% | +12.7% | +6.7% | +14.5% |
| 3Y | +85.5% | +231.3% | -145.8% | +31.0% |
| All | +190.4% | +175.3% | +15.2% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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