+8,598.6%
WFC vs ETN
+20,265.8%
-11,667.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.8% |
| 7D | +0.4% | +6.2% | -5.8% | -2.7% |
| 30D | +2.5% | -6.7% | +9.1% | +5.7% |
| 3M | +10.0% | +3.6% | +6.4% | +5.7% |
| 6M | +15.1% | +18.3% | -3.3% | +2.0% |
| YTD | -2.2% | +31.5% | -33.7% | -18.5% |
| 1Y | +13.5% | +20.6% | -7.1% | -2.0% |
| 3Y | +135.2% | +82.5% | +52.7% | +55.2% |
| 5Y | +128.3% | +177.8% | -49.5% | +18.4% |
| 10Y | +142.4% | +705.0% | -562.6% | -27.4% |
| All | +8,598.6% | +20,265.8% | -11,667.2% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling