-5.1%
WAT vs EAT
+326.5%
-331.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.0% |
| 7D | -0.7% | -4.9% | +4.2% | +0.1% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | +10.9% | +52.2% | -41.4% | +2.5% |
| 6M | +33.2% | +65.0% | -31.9% | +20.8% |
| YTD | +6.1% | +55.0% | -48.9% | -3.0% |
| 1Y | +30.2% | +42.1% | -11.8% | +20.4% |
| 3Y | +52.9% | +614.7% | -561.8% | +0.1% |
| 5Y | -5.1% | +322.7% | -327.9% | -38.1% |
| All | -5.1% | +326.5% | -331.6% | -38.1% |
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