+739.9%
WDC vs ETHA
-30.2%
+770.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +4.4% | -2.4% | +6.8% | +5.0% |
| 30D | +5.3% | +30.9% | -25.6% | -1.9% |
| 3M | -5.9% | +51.1% | -57.1% | -15.4% |
| 6M | +73.2% | +20.5% | +52.7% | +64.0% |
| YTD | +167.8% | -17.3% | +185.1% | +170.4% |
| 1Y | +386.0% | -43.2% | +429.2% | +420.3% |
| All | +739.9% | -30.2% | +770.1% | +687.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling