-29.2%
ETHA vs GWW
+36.9%
-66.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +31.4% | -1.4% | +32.8% | +32.3% |
| 3M | +48.9% | -3.6% | +52.5% | +50.5% |
| 6M | +20.9% | +15.1% | +5.8% | +7.0% |
| YTD | -17.2% | +27.5% | -44.6% | -33.4% |
| 1Y | -42.8% | +29.6% | -72.4% | -54.8% |
| All | -29.2% | +36.9% | -66.1% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling