-44.1%
ETHA vs WAT
+47.5%
-91.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -12.5% | +0.6% | -13.1% | -12.7% |
| 30D | -19.8% | +5.4% | -25.2% | -20.9% |
| 3M | +3.1% | +11.3% | -8.2% | +0.2% |
| 6M | -13.8% | +37.4% | -51.2% | -21.1% |
| YTD | -34.6% | +21.2% | -55.8% | -38.5% |
| 1Y | -38.7% | +21.3% | -60.0% | -42.5% |
| All | -44.1% | +47.5% | -91.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling