+372.3%
EAT vs WCN
+235.2%
+137.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -6.2% | -4.4% | -1.8% | -3.8% |
| 30D | -3.0% | -4.4% | +1.4% | -0.6% |
| 3M | +45.6% | +0.5% | +45.2% | +44.4% |
| 6M | +53.5% | -3.3% | +56.8% | +54.8% |
| YTD | +49.6% | -8.5% | +58.1% | +55.1% |
| 1Y | +38.9% | -8.9% | +47.8% | +44.3% |
| 3Y | +589.7% | +18.0% | +571.6% | +489.5% |
| 5Y | +318.7% | +25.0% | +293.6% | +237.0% |
| All | +372.3% | +235.2% | +137.0% | +194.0% |
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