+363.5%
EAT vs WWD
+176.8%
+186.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -4.4% |
| 7D | -2.6% | +4.2% | -6.8% | -4.8% |
| 30D | +11.5% | -2.1% | +13.6% | +11.9% |
| 3M | -9.1% | -13.2% | +4.1% | -3.7% |
| 6M | +40.4% | -16.9% | +57.3% | +49.7% |
| YTD | +43.9% | +5.2% | +38.7% | +33.9% |
| 1Y | +101.9% | +20.6% | +81.4% | +73.9% |
| 3Y | +489.9% | +146.3% | +343.5% | +221.1% |
| All | +363.5% | +176.8% | +186.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling