+120.8%
WFC vs ETN
+174.5%
-53.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.3% |
| 7D | +0.3% | +3.0% | -2.7% | -0.8% |
| 30D | +2.3% | -10.9% | +13.2% | +6.3% |
| 3M | +9.8% | +9.2% | +0.5% | +4.7% |
| 6M | +15.6% | +13.9% | +1.6% | +7.0% |
| YTD | -2.4% | +29.5% | -32.0% | -15.0% |
| 1Y | +13.8% | +14.2% | -0.4% | +4.1% |
| 3Y | +134.6% | +79.9% | +54.8% | +62.7% |
| All | +120.8% | +174.5% | -53.7% | +12.5% |
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