+42.3%
WELL vs ETHA
-43.9%
+86.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.2% | -2.4% | +0.2% | -2.3% |
| 30D | +4.7% | +30.9% | -26.2% | +4.9% |
| 3M | +11.9% | +51.1% | -39.2% | +12.3% |
| 6M | +14.3% | +20.5% | -6.2% | +14.8% |
| YTD | +28.4% | -17.3% | +45.6% | +29.5% |
| 1Y | +42.3% | -43.2% | +85.5% | +44.9% |
| All | +42.3% | -43.9% | +86.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling