+9,941.5%
EAT vs WSM
+38,954.9%
-29,013.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.1% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -2.9% | +5.1% | -8.0% | -4.3% |
| 3M | -16.9% | +5.1% | -22.0% | -18.2% |
| 6M | +57.0% | +48.6% | +8.4% | +39.5% |
| YTD | +38.2% | +44.2% | -6.0% | +23.7% |
| 1Y | +69.3% | +38.1% | +31.2% | +53.3% |
| 3Y | +483.0% | +257.2% | +225.8% | +285.3% |
| 5Y | +364.1% | +165.1% | +199.0% | +226.8% |
| 10Y | +320.8% | +1,123.6% | -802.8% | +93.2% |
| All | +9,941.5% | +38,954.9% | -29,013.4% | +1,998.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling