+69.8%
WMB vs ETHA
-42.9%
+112.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | +8.1% | -10.3% | +18.4% | +8.6% |
| 30D | -6.9% | -19.7% | +12.8% | -6.0% |
| 3M | -5.1% | +7.2% | -12.3% | -5.5% |
| 6M | -5.7% | -11.9% | +6.2% | -5.2% |
| YTD | +18.1% | -32.3% | +50.4% | +20.2% |
| 1Y | +18.4% | -41.1% | +59.5% | +21.5% |
| All | +69.8% | -42.9% | +112.7% | +70.6% |
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