-27.0%
ETHA vs GWW
+37.1%
-64.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.9% |
| 7D | +3.5% | -3.4% | +6.8% | +5.4% |
| 30D | +35.3% | -1.9% | +37.2% | +36.6% |
| 3M | +50.9% | -2.4% | +53.3% | +51.3% |
| 6M | +22.1% | +15.7% | +6.4% | +7.7% |
| YTD | -14.6% | +27.6% | -42.2% | -31.4% |
| 1Y | -42.8% | +27.2% | -70.0% | -54.0% |
| All | -27.0% | +37.1% | -64.0% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling