+1,188.5%
WDC vs ETN
+730.7%
+457.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -6.9% | -6.3% |
| 7D | -4.3% | +3.5% | -7.8% | -7.3% |
| 30D | -1.5% | -7.5% | +6.0% | +5.1% |
| 3M | -15.5% | +8.3% | -23.8% | -20.2% |
| 6M | +66.5% | +20.2% | +46.3% | +46.3% |
| YTD | +159.9% | +34.7% | +125.2% | +110.2% |
| 1Y | +366.0% | +19.4% | +346.5% | +316.9% |
| 3Y | +1,285.8% | +85.5% | +1,200.3% | +756.1% |
| 5Y | +925.6% | +186.6% | +739.0% | +339.7% |
| All | +1,188.5% | +730.7% | +457.8% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling