+1,155.7%
EAT vs WU
-19.6%
+1,175.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | +68.7% | -3.9% | +72.5% | +67.1% |
| 6M | +66.9% | -20.7% | +87.6% | +81.3% |
| YTD | +60.4% | -18.4% | +78.8% | +71.1% |
| 1Y | +44.0% | -8.1% | +52.1% | +43.4% |
| 3Y | +604.7% | -24.2% | +628.8% | +649.2% |
| 5Y | +347.0% | -50.4% | +397.5% | +479.3% |
| 10Y | +390.8% | -40.0% | +430.8% | +486.2% |
| All | +1,155.7% | -19.6% | +1,175.3% | +1,029.7% |
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