+964.4%
EAT vs WU
-19.5%
+983.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.7% |
| 7D | -5.9% | +11.0% | -17.0% | -10.6% |
| 30D | +0.7% | +13.4% | -12.7% | -5.4% |
| 3M | -14.2% | +2.2% | -16.5% | -15.8% |
| 6M | +40.7% | -18.2% | +58.9% | +50.1% |
| YTD | +36.0% | -18.3% | +54.3% | +44.3% |
| 1Y | +83.1% | -12.2% | +95.2% | +86.9% |
| 3Y | +474.8% | -20.8% | +495.6% | +498.4% |
| 5Y | +347.6% | -42.6% | +390.2% | +437.4% |
| 10Y | +321.5% | -35.5% | +357.0% | +385.3% |
| All | +964.4% | -19.5% | +983.9% | +852.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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