-24.8%
ETHA vs WAB
+46.5%
-71.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.4% |
| 7D | +2.1% | +4.5% | -2.4% | +0.7% |
| 30D | -10.7% | +1.1% | -11.8% | -11.0% |
| 3M | +29.0% | -1.3% | +30.2% | +29.2% |
| 6M | +2.7% | +12.7% | -10.1% | -2.0% |
| YTD | -18.7% | +38.7% | -57.3% | -32.5% |
| 1Y | -24.8% | +44.9% | -69.8% | -41.2% |
| All | -24.8% | +46.5% | -71.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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