+38.9%
EAT vs WCN
-9.4%
+48.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -6.2% | -4.4% | -1.8% | -5.5% |
| 30D | -3.0% | -4.4% | +1.4% | -2.3% |
| 3M | +45.6% | +0.5% | +45.2% | +45.4% |
| 6M | +53.5% | -3.3% | +56.8% | +55.4% |
| YTD | +49.6% | -8.5% | +58.1% | +55.1% |
| 1Y | +38.9% | -8.9% | +47.8% | +43.4% |
| All | +38.9% | -9.4% | +48.4% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling