+123.8%
WELL vs ETHA
-30.1%
+153.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | -1.1% | +2.9% | -4.1% | -1.1% |
| 30D | +0.7% | +31.4% | -30.7% | +0.6% |
| 3M | +14.5% | +48.9% | -34.4% | +14.2% |
| 6M | +14.4% | +20.9% | -6.5% | +14.4% |
| YTD | +28.5% | -17.2% | +45.6% | +29.0% |
| 1Y | +41.8% | -42.8% | +84.6% | +42.9% |
| All | +123.8% | -30.1% | +153.9% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling