+778.8%
WDC vs ETHA
-30.1%
+808.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +7.5% | +2.9% | +4.5% | +6.6% |
| 30D | +10.1% | +31.4% | -21.3% | +2.5% |
| 3M | -6.8% | +48.9% | -55.7% | -15.9% |
| 6M | +84.1% | +20.9% | +63.3% | +74.2% |
| YTD | +180.3% | -17.2% | +197.4% | +182.9% |
| 1Y | +411.1% | -42.8% | +453.9% | +446.2% |
| All | +778.8% | -30.1% | +808.9% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling