-27.0%
ETHA vs WSM
+53.3%
-80.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +35.3% | -7.7% | +43.0% | +39.6% |
| 3M | +50.9% | +3.8% | +47.1% | +47.4% |
| 6M | +22.1% | +22.7% | -0.6% | +10.2% |
| YTD | -14.6% | +28.0% | -42.6% | -24.3% |
| 1Y | -42.8% | +12.7% | -55.5% | -46.7% |
| All | -27.0% | +53.3% | -80.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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