-29.4%
ETHA vs WEC
+39.5%
-68.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +27.9% | -1.3% | +29.2% | +27.5% |
| 3M | +38.3% | -3.9% | +42.2% | +37.3% |
| 6M | +14.0% | -8.3% | +22.3% | +12.9% |
| YTD | -17.4% | +3.1% | -20.5% | -17.2% |
| 1Y | -42.7% | +1.9% | -44.6% | -42.1% |
| All | -29.4% | +39.5% | -68.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 all: compounded portfolio wealth divided by compounded WEC 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…
all analysis · Full analysis span regression · 6 months rolling