+706.7%
ETN vs WWD
+498.2%
+208.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.3% |
| 7D | +3.5% | -2.6% | +6.1% | +4.9% |
| 30D | -7.5% | -6.9% | -0.6% | -4.1% |
| 3M | +8.3% | -13.0% | +21.4% | +15.7% |
| 6M | +20.2% | -12.5% | +32.6% | +27.2% |
| YTD | +34.7% | +11.8% | +22.8% | +24.6% |
| 1Y | +19.4% | +41.1% | -21.6% | -2.9% |
| 3Y | +85.5% | +163.1% | -77.6% | +7.8% |
| 5Y | +186.6% | +187.6% | -1.0% | +55.0% |
| All | +706.7% | +498.2% | +208.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling