+1,228.2%
WDC vs EAT
+379.9%
+848.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +4.4% | -6.2% | +10.6% | +6.4% |
| 30D | +5.3% | -3.0% | +8.3% | +5.8% |
| 3M | -5.9% | +45.6% | -51.6% | -17.3% |
| 6M | +73.2% | +53.5% | +19.7% | +48.8% |
| YTD | +167.8% | +49.6% | +118.3% | +132.7% |
| 1Y | +386.0% | +38.9% | +347.1% | +326.0% |
| 3Y | +1,309.7% | +589.7% | +720.0% | +618.5% |
| 5Y | +957.1% | +318.7% | +638.4% | +495.7% |
| All | +1,228.2% | +379.9% | +848.3% | +453.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling