+20.4%
WM vs ETHA
-43.2%
+63.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.1% |
| 7D | +1.2% | -10.2% | +11.4% | +0.4% |
| 30D | +13.7% | -17.0% | +30.6% | +12.3% |
| 3M | +5.2% | +9.6% | -4.4% | +6.0% |
| 6M | +11.2% | -11.3% | +22.5% | +11.3% |
| YTD | +9.4% | -30.9% | +40.3% | +9.2% |
| 1Y | +20.4% | -42.6% | +63.0% | +18.8% |
| All | +20.4% | -43.2% | +63.6% | +18.8% |
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 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