+8,892.0%
WMT vs ETN
+19,968.1%
-11,076.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -2.5% | +3.0% | -5.5% | -3.2% |
| 30D | -6.4% | -10.9% | +4.5% | -4.0% |
| 3M | -12.1% | +9.2% | -21.4% | -14.8% |
| 6M | -15.0% | +13.9% | -28.9% | -19.0% |
| YTD | -4.5% | +29.5% | -34.0% | -12.0% |
| 1Y | +6.2% | +14.2% | -8.0% | +0.4% |
| 3Y | +99.9% | +79.9% | +20.0% | +63.4% |
| 5Y | +131.4% | +175.7% | -44.2% | +66.5% |
| 10Y | +433.2% | +693.2% | -260.0% | +175.3% |
| All | +8,892.0% | +19,968.1% | -11,076.0% | +1,228.4% |
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 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