+288.2%
WAB vs EAT
+379.9%
-91.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | -6.2% | +6.0% | +1.3% |
| 30D | -5.9% | -3.0% | -2.8% | -5.5% |
| 3M | +9.4% | +45.6% | -36.3% | -1.0% |
| 6M | +13.8% | +53.5% | -39.7% | +0.9% |
| YTD | +31.8% | +49.6% | -17.8% | +17.0% |
| 1Y | +48.5% | +38.9% | +9.6% | +33.1% |
| 3Y | +167.0% | +589.7% | -422.7% | +51.4% |
| 5Y | +222.3% | +318.7% | -96.3% | +96.9% |
| All | +288.2% | +379.9% | -91.7% | +100.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling