+227.5%
WAB vs EAT
+324.5%
-97.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +1.2% |
| 7D | +1.7% | -4.9% | +6.6% | +2.6% |
| 30D | -2.4% | -1.2% | -1.2% | -2.5% |
| 3M | +9.7% | +52.2% | -42.6% | +0.6% |
| 6M | +16.5% | +65.0% | -48.5% | +4.5% |
| YTD | +33.7% | +55.0% | -21.3% | +21.0% |
| 1Y | +49.7% | +42.1% | +7.6% | +37.2% |
| 3Y | +170.9% | +614.7% | -443.8% | +69.2% |
| All | +227.5% | +324.5% | -97.1% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling