+428.1%
WMT vs ETN
+730.7%
-302.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +0.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.5% |
| 30D | -7.4% | -7.5% | +0.1% | -6.4% |
| 3M | -10.9% | +8.3% | -19.2% | -12.5% |
| 6M | -12.7% | +20.2% | -32.9% | -16.1% |
| YTD | -3.2% | +34.7% | -37.9% | -9.0% |
| 1Y | +5.3% | +19.4% | -14.2% | +0.7% |
| 3Y | +101.9% | +85.5% | +16.4% | +73.0% |
| 5Y | +134.6% | +186.6% | -52.0% | +81.2% |
| All | +428.1% | +730.7% | -302.6% | +229.8% |
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