+38.9%
EAT vs WSM
+12.3%
+26.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | -3.0% | -10.7% | +7.7% | +0.9% |
| 3M | +45.6% | +8.5% | +37.2% | +39.3% |
| 6M | +53.5% | +19.6% | +33.9% | +40.1% |
| YTD | +49.6% | +26.6% | +23.0% | +35.5% |
| 1Y | +38.9% | +12.0% | +27.0% | +23.8% |
| All | +38.9% | +12.3% | +26.6% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling