+330.3%
WM vs EAT
+320.8%
+9.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +3.2% | -4.0% | +7.2% | +3.4% |
| 30D | +13.0% | -2.9% | +15.9% | +13.1% |
| 3M | +9.2% | -16.9% | +26.1% | +10.2% |
| 6M | +13.6% | +57.0% | -43.3% | +10.1% |
| YTD | +12.4% | +38.2% | -25.8% | +9.4% |
| 1Y | +21.2% | +69.3% | -48.1% | +16.4% |
| 3Y | +48.7% | +483.0% | -434.3% | +29.5% |
| 5Y | +61.9% | +364.1% | -302.3% | +40.6% |
| All | +330.3% | +320.8% | +9.5% | +256.8% |
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