+11.8%
WM vs ETHA
-36.9%
+48.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +13.1% | -13.4% | +26.4% | +12.9% |
| 3M | +3.6% | +16.5% | -12.9% | +3.7% |
| 6M | +8.1% | -5.3% | +13.4% | +8.3% |
| YTD | +8.9% | -25.2% | +34.1% | +9.5% |
| 1Y | +20.3% | -32.9% | +53.2% | +21.1% |
| All | +11.8% | -36.9% | +48.7% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling