-42.1%
ETHA vs WST
+28.7%
-70.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | -10.3% | +4.9% | -15.2% | -11.3% |
| 30D | -19.7% | +10.7% | -30.3% | -21.5% |
| 3M | +7.2% | +16.8% | -9.6% | +3.4% |
| 6M | -11.9% | +32.0% | -43.9% | -17.7% |
| YTD | -32.3% | +49.9% | -82.3% | -39.1% |
| 1Y | -41.1% | +50.6% | -91.8% | -47.2% |
| All | -42.1% | +28.7% | -70.8% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling