+113.2%
WDC vs ETN
-1.0%
+114.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.9% | +3.1% | +4.3% |
| 7D | -18.3% | -10.1% | -8.2% | -8.4% |
| 30D | -26.7% | -18.4% | -8.3% | -8.3% |
| 3M | -40.9% | -20.4% | -20.5% | -24.6% |
| 6M | -26.8% | -16.0% | -10.8% | -11.7% |
| YTD | +88.2% | +11.8% | +76.4% | +49.7% |
| 1Y | +113.2% | -5.5% | +118.7% | +107.6% |
| All | +113.2% | -1.0% | +114.2% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling