+11,556.1%
EAT vs WSM
+34,755.7%
-23,199.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | 0.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | +1.9% | -8.4% | +10.3% | +4.3% |
| 3M | +68.7% | +9.7% | +59.0% | +63.8% |
| 6M | +66.9% | +16.7% | +50.2% | +59.1% |
| YTD | +60.4% | +28.7% | +31.7% | +48.6% |
| 1Y | +44.0% | +13.7% | +30.3% | +37.6% |
| 3Y | +604.7% | +230.1% | +374.6% | +375.1% |
| 5Y | +347.0% | +179.0% | +168.1% | +210.4% |
| 10Y | +390.8% | +1,002.5% | -611.8% | +132.5% |
| All | +11,556.1% | +34,755.7% | -23,199.6% | +2,419.8% |
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 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