-28.7%
ETHA vs WU
-31.8%
+3.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +29.4% | -1.1% | +30.5% | +29.6% |
| 3M | +47.2% | -1.8% | +49.0% | +45.4% |
| 6M | +25.4% | -23.9% | +49.3% | +34.9% |
| YTD | -16.5% | -20.4% | +3.9% | -12.4% |
| 1Y | -42.3% | -10.6% | -31.8% | -43.2% |
| All | -28.7% | -31.8% | +3.2% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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