+1,902.2%
EAT vs WTW
+1,094.8%
+807.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -1.5% |
| 7D | -6.8% | -7.1% | +0.3% | -3.5% |
| 30D | -5.4% | -8.5% | +3.2% | -1.4% |
| 3M | +42.8% | +20.6% | +22.2% | +30.3% |
| 6M | +56.5% | +7.2% | +49.3% | +49.6% |
| YTD | +50.0% | -3.9% | +53.9% | +49.5% |
| 1Y | +38.3% | -3.6% | +41.9% | +37.5% |
| 3Y | +591.6% | +60.7% | +531.0% | +425.4% |
| 5Y | +312.6% | +42.2% | +270.5% | +232.7% |
| 10Y | +381.4% | +195.5% | +186.0% | +180.7% |
| All | +1,902.2% | +1,094.8% | +807.4% | +701.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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