+11,556.1%
EAT vs WST
+12,330.1%
-774.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +1.9% | -3.1% | +5.0% | +2.8% |
| 3M | +68.7% | +7.2% | +61.5% | +65.0% |
| 6M | +66.9% | +36.8% | +30.1% | +51.7% |
| YTD | +60.4% | +23.8% | +36.6% | +49.7% |
| 1Y | +44.0% | +37.8% | +6.2% | +29.4% |
| 3Y | +604.7% | -15.9% | +620.6% | +578.7% |
| 5Y | +347.0% | -25.8% | +372.9% | +334.8% |
| 10Y | +390.8% | +319.6% | +71.2% | +158.2% |
| All | +11,556.1% | +12,330.1% | -774.0% | +2,558.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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