+310.8%
EAT vs WCN
+322.1%
-11.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -4.0% | +2.6% | -6.6% | -5.3% |
| 30D | -2.9% | +23.9% | -26.8% | -14.3% |
| 3M | -16.9% | +17.4% | -34.3% | -24.5% |
| 6M | +57.0% | +28.0% | +28.9% | +34.8% |
| YTD | +38.2% | +11.6% | +26.6% | +27.6% |
| 1Y | +69.3% | +16.9% | +52.4% | +51.8% |
| 3Y | +483.0% | +51.6% | +431.4% | +328.2% |
| 5Y | +364.1% | +48.0% | +316.2% | +239.5% |
| All | +310.8% | +322.1% | -11.2% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling