+3,243.3%
EAT vs WCN
+6,839.3%
-3,596.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | +1.9% | +0.4% | +1.4% | +1.7% |
| 3M | +68.7% | +7.3% | +61.3% | +65.2% |
| 6M | +66.9% | -2.5% | +69.4% | +67.3% |
| YTD | +60.4% | -5.4% | +65.8% | +61.8% |
| 1Y | +44.0% | -8.5% | +52.5% | +46.5% |
| 3Y | +604.7% | +20.8% | +583.9% | +563.0% |
| 5Y | +347.0% | +30.0% | +317.0% | +311.8% |
| 10Y | +390.8% | +238.4% | +152.4% | +268.9% |
| All | +3,243.3% | +6,839.3% | -3,596.0% | +1,750.9% |
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