+4,029.6%
ETN vs WTW
+1,102.0%
+2,927.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | +3.5% | -5.7% | +9.2% | +5.9% |
| 30D | -7.5% | -7.3% | -0.3% | -5.0% |
| 3M | +8.3% | +21.5% | -13.1% | -0.8% |
| 6M | +20.2% | +9.6% | +10.6% | +13.1% |
| YTD | +34.7% | -3.3% | +38.0% | +32.4% |
| 1Y | +19.4% | -6.1% | +25.6% | +18.5% |
| 3Y | +85.5% | +61.8% | +23.7% | +42.0% |
| 5Y | +186.6% | +42.7% | +143.9% | +130.1% |
| 10Y | +724.7% | +197.2% | +527.4% | +380.3% |
| All | +4,029.6% | +1,102.0% | +2,927.6% | +1,851.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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