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  • W vs EAT✓SelectedUSD · EATW vs EAT performance historyLatest closeAs of-3.72%11/10
Stock and ETF performance explorer

W vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+217.0%
EAT return
+328.6%
Excess return
-111.6%
Maximum drawdown
-93.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-3.7%-4.1%+0.4%-2.0%
7D+1.1%-5.9%+7.0%+3.9%
30D+6.4%+0.7%+5.8%+5.7%
3M+9.0%-14.2%+23.2%+14.3%
6M+69.8%+40.7%+29.1%+42.3%
YTD+12.1%+36.0%-23.9%-5.8%
1Y0.0%+83.1%-83.0%-26.4%
3Y+160.3%+474.8%-314.5%+16.6%
5Y-53.3%+347.6%-400.9%-77.3%
10Y+217.0%+321.5%-104.6%+25.8%
All+217.0%+328.6%-111.6%+25.8%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 EAT 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