-29.3%
ETHA vs WAT
+28.7%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | +30.9% | -3.2% | +34.1% | +32.0% |
| 3M | +51.1% | +10.6% | +40.6% | +46.8% |
| 6M | +20.5% | +34.0% | -13.5% | +10.2% |
| YTD | -17.3% | +5.7% | -23.0% | -19.4% |
| 1Y | -43.2% | +37.1% | -80.3% | -49.5% |
| All | -29.3% | +28.7% | -58.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling