+34.7%
WAT vs EAT
+39.0%
-4.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -1.8% | -6.8% | +5.0% | -1.2% |
| 30D | -1.7% | -5.4% | +3.7% | -1.3% |
| 3M | +9.1% | +42.8% | -33.7% | +4.0% |
| 6M | +32.4% | +56.5% | -24.1% | +25.5% |
| YTD | +6.6% | +50.0% | -43.4% | +1.1% |
| 1Y | +34.7% | +38.3% | -3.6% | +25.9% |
| All | +34.7% | +39.0% | -4.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling