-29.2%
ETHA vs WCN
-10.3%
-18.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.8% |
| 7D | +2.9% | -1.7% | +4.7% | +2.8% |
| 30D | +31.4% | -3.0% | +34.4% | +31.0% |
| 3M | +48.9% | +2.5% | +46.3% | +49.4% |
| 6M | +20.9% | -5.7% | +26.6% | +21.9% |
| YTD | -17.2% | -7.4% | -9.7% | -16.6% |
| 1Y | -42.8% | -8.6% | -34.2% | -41.9% |
| All | -29.2% | -10.3% | -18.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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