+52.7%
WFC vs ETHA
-44.8%
+97.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.7% |
| 7D | +2.5% | -12.5% | +15.1% | +4.0% |
| 30D | +7.0% | -19.8% | +26.8% | +9.5% |
| 3M | -1.8% | +3.1% | -4.9% | -2.7% |
| 6M | +18.4% | -13.8% | +32.2% | +19.5% |
| YTD | -5.6% | -34.6% | +29.0% | -2.5% |
| 1Y | +3.9% | -38.7% | +42.6% | +7.8% |
| All | +52.7% | -44.8% | +97.5% | +43.7% |
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