+322.7%
EAT vs WWD
+192.1%
+130.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | -4.9% | +0.8% | -5.7% | -5.3% |
| 30D | -1.2% | -6.4% | +5.2% | +1.8% |
| 3M | +52.2% | -5.6% | +57.9% | +53.9% |
| 6M | +65.0% | -9.1% | +74.1% | +69.3% |
| YTD | +55.0% | +12.5% | +42.5% | +40.7% |
| 1Y | +42.1% | +41.3% | +0.7% | +12.6% |
| 3Y | +614.7% | +170.2% | +444.5% | +272.2% |
| 5Y | +322.7% | +192.5% | +130.3% | +104.3% |
| All | +322.7% | +192.1% | +130.6% | +104.3% |
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