+53.0%
WMT vs ETHA
-30.1%
+83.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | +2.9% | -3.2% | -0.3% |
| 30D | -5.8% | +31.4% | -37.2% | -6.0% |
| 3M | -10.8% | +48.9% | -59.6% | -11.1% |
| 6M | -14.3% | +20.9% | -35.2% | -14.4% |
| YTD | -4.4% | -17.2% | +12.8% | -4.0% |
| 1Y | +4.3% | -42.8% | +47.1% | +5.6% |
| All | +53.0% | -30.1% | +83.1% | +50.1% |
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