-39.6%
ETHA vs WOLF
+44.0%
-83.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.3% | +2.9% |
| 7D | +3.5% | -8.6% | +12.0% | +4.3% |
| 30D | +35.3% | -18.3% | +53.6% | +37.5% |
| 3M | +50.9% | -43.1% | +93.9% | +57.1% |
| 6M | +22.1% | +42.4% | -20.3% | +6.1% |
| YTD | -14.6% | +48.9% | -63.5% | -26.5% |
| All | -39.6% | +44.0% | -83.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 10y: compounded portfolio wealth divided by compounded WOLF 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…
10y analysis · Full analysis span regression · 6 months rolling