+12,475.7%
WAT vs EAT
+4,071.0%
+8,404.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +3.4% | -5.9% | +9.3% | +4.4% |
| 30D | +9.6% | +0.7% | +9.0% | +9.3% |
| 3M | +15.5% | -14.2% | +29.7% | +17.6% |
| 6M | +33.9% | +40.7% | -6.8% | +25.1% |
| YTD | +25.2% | +36.0% | -10.8% | +16.9% |
| 1Y | +26.3% | +83.1% | -56.8% | +12.0% |
| 3Y | +85.8% | +474.8% | -389.0% | +32.5% |
| 5Y | +35.3% | +347.6% | -312.3% | -2.9% |
| 10Y | +231.8% | +321.5% | -89.7% | +111.5% |
| All | +12,475.7% | +4,071.0% | +8,404.7% | +4,838.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling