-29.3%
ETHA vs WAB
+68.9%
-98.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +30.9% | -5.9% | +36.8% | +36.2% |
| 3M | +51.1% | +9.4% | +41.8% | +38.7% |
| 6M | +20.5% | +13.8% | +6.7% | +5.5% |
| YTD | -17.3% | +31.8% | -49.0% | -37.2% |
| 1Y | -43.2% | +48.5% | -91.8% | -61.8% |
| All | -29.3% | +68.9% | -98.1% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling