-29.2%
ETHA vs WSM
+54.2%
-83.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.9% | +2.6% | +0.3% | +1.8% |
| 30D | +31.4% | -9.3% | +40.7% | +36.5% |
| 3M | +48.9% | +7.1% | +41.8% | +43.5% |
| 6M | +20.9% | +21.7% | -0.8% | +9.4% |
| YTD | -17.2% | +28.7% | -45.9% | -26.8% |
| 1Y | -42.8% | +13.9% | -56.6% | -46.9% |
| All | -29.2% | +54.2% | -83.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling