-44.6%
ETHA vs BWA
+53.4%
-97.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | +30.9% | -5.5% | +36.4% | +31.7% |
| 3M | +51.1% | -7.6% | +58.8% | +52.3% |
| 6M | +20.5% | +25.0% | -4.4% | +18.9% |
| YTD | -17.3% | +47.0% | -64.2% | -21.5% |
| All | -44.6% | +53.4% | -97.9% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling