+417.4%
WDC vs ETHA
-44.4%
+461.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +6.6% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -10.0% | +27.9% | -37.9% | -17.3% |
| 3M | -18.8% | +38.3% | -57.1% | -27.5% |
| 6M | +79.0% | +14.0% | +65.1% | +68.9% |
| YTD | +171.6% | -17.4% | +189.0% | +170.9% |
| 1Y | +417.4% | -42.7% | +460.0% | +450.1% |
| All | +417.4% | -44.4% | +461.8% | +450.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling