+372.3%
EAT vs WSM
+1,058.9%
-686.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | -3.0% | -10.7% | +7.7% | +2.4% |
| 3M | +45.6% | +8.5% | +37.2% | +38.9% |
| 6M | +53.5% | +19.6% | +33.9% | +38.8% |
| YTD | +49.6% | +26.6% | +23.0% | +31.1% |
| 1Y | +38.9% | +12.0% | +27.0% | +28.4% |
| 3Y | +589.7% | +226.6% | +363.0% | +213.1% |
| 5Y | +318.7% | +174.1% | +144.5% | +96.5% |
| All | +372.3% | +1,058.9% | -686.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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