+19,880.1%
ETN vs WSM
+34,191.7%
-14,311.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | -10.9% | -10.7% | -0.2% | -9.0% |
| 3M | +9.2% | +8.5% | +0.8% | +7.4% |
| 6M | +13.9% | +19.6% | -5.7% | +9.8% |
| YTD | +29.5% | +26.6% | +2.9% | +23.4% |
| 1Y | +14.2% | +12.0% | +2.3% | +11.2% |
| 3Y | +79.9% | +226.6% | -146.8% | +40.2% |
| 5Y | +175.7% | +174.1% | +1.5% | +116.1% |
| 10Y | +693.2% | +1,052.9% | -359.7% | +357.5% |
| All | +19,880.1% | +34,191.7% | -14,311.6% | +7,042.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling