+58.2%
WFC vs ETHA
-30.1%
+88.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.0% |
| 7D | +0.4% | +2.9% | -2.5% | +0.1% |
| 30D | +2.5% | +31.4% | -28.9% | -1.0% |
| 3M | +10.0% | +48.9% | -38.9% | +4.5% |
| 6M | +15.1% | +20.9% | -5.8% | +11.6% |
| YTD | -2.2% | -17.2% | +15.0% | -1.4% |
| 1Y | +13.5% | -42.8% | +56.2% | +19.0% |
| All | +58.2% | -30.1% | +88.3% | +45.4% |
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