+30.8%
WAT vs EAT
+361.6%
-330.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | -1.1% | -2.6% | +1.5% | -0.7% |
| 30D | +5.0% | +11.5% | -6.5% | +2.9% |
| 3M | +14.5% | -9.1% | +23.6% | +15.6% |
| 6M | +30.9% | +40.4% | -9.5% | +21.7% |
| YTD | +20.5% | +43.9% | -23.5% | +10.8% |
| 1Y | +23.3% | +101.9% | -78.7% | +6.3% |
| 3Y | +81.5% | +489.9% | -408.4% | +20.9% |
| All | +30.8% | +361.6% | -330.8% | -14.3% |
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 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