+12,001.8%
WAT vs EAT
+4,315.1%
+7,686.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 6M | +30.9% | +40.4% | -9.5% | +22.4% |
| YTD | +20.5% | +43.9% | -23.5% | +11.5% |
| 1Y | +23.3% | +101.9% | -78.7% | +7.7% |
| 3Y | +81.5% | +489.9% | -408.4% | +28.9% |
| 5Y | +33.4% | +362.6% | -329.3% | -4.7% |
| 10Y | +231.5% | +385.7% | -154.2% | +106.3% |
| All | +12,001.8% | +4,315.1% | +7,686.7% | +4,610.5% |
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