+310.8%
EAT vs WY
+5.0%
+305.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.9% |
| 7D | -4.0% | -0.8% | -3.2% | -3.4% |
| 30D | -2.9% | +10.1% | -13.0% | -9.9% |
| 3M | -16.9% | -15.4% | -1.5% | -6.8% |
| 6M | +57.0% | -8.3% | +65.3% | +63.8% |
| YTD | +38.2% | -9.8% | +48.0% | +44.3% |
| 1Y | +69.3% | -3.9% | +73.2% | +67.6% |
| 3Y | +483.0% | -23.3% | +506.3% | +556.8% |
| 5Y | +364.1% | -31.2% | +395.4% | +465.1% |
| All | +310.8% | +5.0% | +305.8% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling