-29.2%
ETHA vs WAT
+29.7%
-58.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.9% | -1.8% | +4.7% | +3.4% |
| 30D | +31.4% | -1.7% | +33.1% | +31.9% |
| 3M | +48.9% | +9.1% | +39.8% | +45.2% |
| 6M | +20.9% | +32.4% | -11.5% | +11.0% |
| YTD | -17.2% | +6.6% | -23.7% | -19.5% |
| 1Y | -42.8% | +34.7% | -77.5% | -48.8% |
| All | -29.2% | +29.7% | -58.9% | -46.8% |
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