+2.5%
WFC vs ETN
-1.0%
+3.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.9% | +12.1% | +3.0% |
| 7D | +4.5% | -10.1% | +14.6% | +5.3% |
| 30D | +7.4% | -18.4% | +25.7% | +9.3% |
| 3M | -0.5% | -20.4% | +19.9% | +1.5% |
| 6M | +11.7% | -16.0% | +27.7% | +12.6% |
| YTD | -4.6% | +11.8% | -16.4% | -10.9% |
| 1Y | +2.5% | -5.5% | +8.0% | +0.4% |
| All | +2.5% | -1.0% | +3.5% | +0.4% |
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