+312.6%
EAT vs WSM
+182.5%
+130.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -6.8% | +2.6% | -9.4% | -7.7% |
| 30D | -5.4% | -9.3% | +3.9% | -1.9% |
| 3M | +42.8% | +7.1% | +35.7% | +38.3% |
| 6M | +56.5% | +21.7% | +34.8% | +43.9% |
| YTD | +50.0% | +28.7% | +21.3% | +34.8% |
| 1Y | +38.3% | +13.9% | +24.4% | +29.5% |
| 3Y | +591.6% | +232.2% | +359.5% | +269.2% |
| 5Y | +312.6% | +176.4% | +136.2% | +108.8% |
| All | +312.6% | +182.5% | +130.1% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling