+916.1%
WDC vs ETN
+185.4%
+730.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -6.9% | -6.5% |
| 7D | -4.3% | +3.5% | -7.8% | -7.4% |
| 30D | -1.5% | -7.5% | +6.0% | +5.4% |
| 3M | -15.5% | +8.3% | -23.8% | -20.5% |
| 6M | +66.5% | +20.2% | +46.3% | +45.3% |
| YTD | +159.9% | +34.7% | +125.2% | +108.6% |
| 1Y | +366.0% | +19.4% | +346.5% | +313.4% |
| 3Y | +1,285.8% | +85.5% | +1,200.3% | +767.3% |
| All | +916.1% | +185.4% | +730.7% | +316.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling