+3.2%
WM vs ETHA
-30.3%
+33.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | -2.4% | +27.9% | -30.3% | -2.3% |
| 3M | +0.4% | +38.3% | -37.9% | +0.6% |
| 6M | -9.5% | +14.0% | -23.5% | -9.3% |
| YTD | +0.5% | -17.4% | +17.9% | +1.1% |
| 1Y | -1.1% | -42.7% | +41.6% | +0.2% |
| All | +3.2% | -30.3% | +33.5% | +3.0% |
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