-42.8%
ETHA vs GWW
+29.1%
-71.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.2% |
| 7D | +3.5% | -3.4% | +6.8% | +3.9% |
| 30D | +35.3% | -1.9% | +37.2% | +35.5% |
| 3M | +50.9% | -2.4% | +53.3% | +50.4% |
| 6M | +22.1% | +15.7% | +6.4% | +14.7% |
| YTD | -14.6% | +27.6% | -42.2% | -23.8% |
| 1Y | -42.8% | +27.2% | -70.0% | -48.3% |
| All | -42.8% | +29.1% | -71.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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