-40.2%
ETHA vs WST
+29.1%
-69.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -14.0% | +1.1% | -15.1% | -14.2% |
| 30D | -17.4% | +12.4% | -29.7% | -19.5% |
| 3M | +10.6% | +17.6% | -6.9% | +6.5% |
| 6M | -11.2% | +28.3% | -39.5% | -16.4% |
| YTD | -30.1% | +50.5% | -80.6% | -37.1% |
| 1Y | -39.6% | +49.4% | -89.0% | -45.7% |
| All | -40.2% | +29.1% | -69.4% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling