+12.3%
WFC vs ETHA
-44.4%
+56.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | +1.5% | +27.9% | -26.4% | -0.1% |
| 3M | +10.9% | +38.3% | -27.4% | +8.4% |
| 6M | +8.4% | +14.0% | -5.5% | +7.3% |
| YTD | -1.9% | -17.4% | +15.6% | -2.6% |
| 1Y | +12.3% | -42.7% | +55.0% | +11.8% |
| All | +12.3% | -44.4% | +56.7% | +11.8% |
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