-29.4%
ETHA vs WST
+6.3%
-35.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +27.9% | -3.1% | +31.0% | +28.9% |
| 3M | +38.3% | +7.2% | +31.1% | +35.8% |
| 6M | +14.0% | +36.8% | -22.8% | +4.9% |
| YTD | -17.4% | +23.8% | -41.3% | -22.3% |
| 1Y | -42.7% | +37.8% | -80.4% | -47.7% |
| All | -29.4% | +6.3% | -35.7% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling