+55.2%
WFC vs ETHA
-29.6%
+84.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | +0.8% | +29.4% | -28.6% | -2.4% |
| 3M | +9.3% | +47.2% | -37.9% | +4.0% |
| 6M | +10.6% | +25.4% | -14.8% | +6.8% |
| YTD | -4.1% | -16.5% | +12.5% | -3.4% |
| 1Y | +13.6% | -42.3% | +55.9% | +19.0% |
| All | +55.2% | -29.6% | +84.7% | +42.5% |
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