-27.0%
ETHA vs WWD
+90.3%
-117.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +2.8% |
| 7D | +3.5% | -2.6% | +6.0% | +4.3% |
| 30D | +35.3% | -6.9% | +42.2% | +37.9% |
| 3M | +50.9% | -13.0% | +63.9% | +56.4% |
| 6M | +22.1% | -12.5% | +34.6% | +25.4% |
| YTD | -14.6% | +11.8% | -26.4% | -19.9% |
| 1Y | -42.8% | +41.1% | -83.8% | -51.7% |
| All | -27.0% | +90.3% | -117.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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