+85.5%
ETN vs WU
-28.7%
+114.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +3.5% | -3.5% | +7.0% | +3.7% |
| 30D | -7.5% | -2.9% | -4.6% | -7.4% |
| 3M | +8.3% | -2.3% | +10.6% | +7.0% |
| 6M | +20.2% | -25.4% | +45.6% | +23.1% |
| YTD | +34.7% | -21.2% | +55.9% | +36.5% |
| 1Y | +19.4% | -8.9% | +28.3% | +17.4% |
| 3Y | +85.5% | -29.0% | +114.5% | +81.8% |
| All | +85.5% | -28.7% | +114.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling