+225.3%
WBD vs ETHA
-27.9%
+253.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.4% |
| 30D | +1.4% | +35.3% | -33.9% | -4.6% |
| 3M | +4.4% | +50.9% | -46.5% | -4.3% |
| 6M | +0.8% | +22.1% | -21.3% | -4.2% |
| YTD | -2.7% | -14.6% | +11.9% | -1.3% |
| 1Y | +73.4% | -42.8% | +116.2% | +91.1% |
| All | +225.3% | -27.9% | +253.2% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling