+372.3%
EAT vs WY
+7.2%
+365.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.7% |
| 7D | -6.2% | -3.7% | -2.5% | -3.6% |
| 30D | -3.0% | -11.3% | +8.3% | +5.6% |
| 3M | +45.6% | -8.1% | +53.8% | +53.3% |
| 6M | +53.5% | -7.4% | +61.0% | +59.8% |
| YTD | +49.6% | -4.7% | +54.3% | +51.0% |
| 1Y | +38.9% | -9.2% | +48.1% | +44.4% |
| 3Y | +589.7% | -24.7% | +614.4% | +695.0% |
| 5Y | +318.7% | -21.6% | +340.2% | +360.3% |
| All | +372.3% | +7.2% | +365.0% | +301.6% |
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