-28.7%
ETHA vs WAT
+29.1%
-57.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +29.4% | -1.0% | +30.3% | +29.6% |
| 3M | +47.2% | +10.9% | +36.3% | +42.8% |
| 6M | +25.4% | +33.2% | -7.8% | +14.9% |
| YTD | -16.5% | +6.1% | -22.6% | -18.8% |
| 1Y | -42.3% | +30.2% | -72.6% | -47.8% |
| All | -28.7% | +29.1% | -57.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling