+2.6%
WM vs ETHA
-29.6%
+32.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.5% |
| 7D | -0.9% | +2.7% | -3.6% | -0.9% |
| 30D | -4.3% | +29.4% | -33.7% | -4.2% |
| 3M | +0.8% | +47.2% | -46.4% | +0.9% |
| 6M | -10.8% | +25.4% | -36.1% | -10.6% |
| YTD | -0.1% | -16.5% | +16.5% | +0.6% |
| 1Y | +1.0% | -42.3% | +43.3% | +2.3% |
| All | +2.6% | -29.6% | +32.2% | +2.4% |
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