+124.0%
WELL vs ETHA
-30.3%
+154.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -2.0% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | -0.1% | +27.9% | -28.0% | -0.2% |
| 3M | +18.0% | +38.3% | -20.3% | +17.8% |
| 6M | +15.0% | +14.0% | +1.0% | +15.0% |
| YTD | +28.6% | -17.4% | +46.0% | +29.1% |
| 1Y | +42.9% | -42.7% | +85.6% | +44.1% |
| All | +124.0% | -30.3% | +154.4% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling