+101.9%
WMT vs ETN
+86.8%
+15.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.6% | +1.1% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | -7.4% | -7.5% | +0.1% | -7.1% |
| 3M | -10.9% | +8.3% | -19.2% | -11.4% |
| 6M | -12.7% | +20.2% | -32.9% | -14.3% |
| YTD | -3.2% | +34.7% | -37.9% | -6.1% |
| 1Y | +5.3% | +19.4% | -14.2% | +3.0% |
| 3Y | +101.9% | +85.5% | +16.4% | +79.9% |
| All | +101.9% | +86.8% | +15.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling