+288.4%
WAB vs EAT
+381.2%
-92.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 7D | +0.2% | -6.8% | +7.0% | +1.9% |
| 30D | -4.6% | -5.4% | +0.8% | -3.6% |
| 3M | +5.6% | +42.8% | -37.1% | -3.9% |
| 6M | +13.8% | +56.5% | -42.7% | +0.4% |
| YTD | +31.9% | +50.0% | -18.2% | +17.0% |
| 1Y | +48.3% | +38.3% | +10.0% | +33.1% |
| 3Y | +167.1% | +591.6% | -424.5% | +51.4% |
| 5Y | +222.9% | +312.6% | -89.8% | +98.0% |
| All | +288.4% | +381.2% | -92.8% | +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 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