+18.4%
WFC vs ETHA
-14.7%
+33.1%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.3% |
| 7D | +2.5% | -12.5% | +15.1% | +2.2% |
| 30D | +7.0% | -19.8% | +26.8% | +6.4% |
| 3M | -1.8% | +3.1% | -4.9% | -0.8% |
| 6M | +18.4% | -13.8% | +32.2% | +18.3% |
| All | +18.4% | -14.7% | +33.1% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling