+2,769.7%
EAT vs WCN
+8,078.4%
-5,308.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -7.1% | +1.2% | -8.3% | -7.4% |
| 30D | -2.3% | +26.4% | -28.8% | -8.4% |
| 3M | -19.6% | +17.5% | -37.2% | -23.2% |
| 6M | +46.0% | +28.7% | +17.3% | +35.9% |
| YTD | +37.7% | +11.5% | +26.2% | +32.6% |
| 1Y | +73.8% | +15.9% | +57.9% | +65.8% |
| 3Y | +482.1% | +51.6% | +430.5% | +415.0% |
| 5Y | +362.5% | +47.9% | +314.5% | +311.0% |
| 10Y | +319.3% | +322.5% | -3.2% | +197.7% |
| All | +2,769.7% | +8,078.4% | -5,308.7% | +1,417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling