+13.7%
WM vs ETHA
-41.0%
+54.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +0.8% | -14.0% | +14.8% | +0.6% |
| 30D | +13.8% | -17.4% | +31.2% | +13.6% |
| 3M | +6.4% | +10.6% | -4.2% | +6.4% |
| 6M | +13.2% | -11.2% | +24.4% | +13.4% |
| YTD | +10.8% | -30.1% | +40.8% | +11.3% |
| 1Y | +20.2% | -39.6% | +59.8% | +21.0% |
| All | +13.7% | -41.0% | +54.7% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling