+167.9%
WAT vs EAT
+370.1%
-202.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.9% |
| 7D | -1.8% | -6.8% | +5.0% | -0.8% |
| 30D | -1.7% | -5.4% | +3.7% | -1.1% |
| 3M | +9.1% | +42.8% | -33.7% | +3.1% |
| 6M | +32.4% | +56.5% | -24.1% | +23.0% |
| YTD | +6.6% | +50.0% | -43.4% | -0.7% |
| 1Y | +34.7% | +38.3% | -3.6% | +26.4% |
| 3Y | +53.6% | +591.6% | -538.1% | +11.4% |
| 5Y | -4.1% | +312.6% | -316.7% | -27.7% |
| 10Y | +167.9% | +381.4% | -213.6% | +100.3% |
| All | +167.9% | +370.1% | -202.2% | +100.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling