-28.7%
ETHA vs WST
+5.6%
-34.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +29.4% | -4.6% | +34.0% | +30.8% |
| 3M | +47.2% | +5.7% | +41.5% | +45.0% |
| 6M | +25.4% | +37.6% | -12.2% | +15.2% |
| YTD | -16.5% | +23.0% | -39.6% | -21.4% |
| 1Y | -42.3% | +33.8% | -76.2% | -47.0% |
| All | -28.7% | +5.6% | -34.2% | -35.0% |
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