+324.1%
WM vs EAT
+325.9%
-1.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.6% | +1.1% |
| 7D | +0.8% | -8.9% | +9.7% | +1.3% |
| 30D | +13.8% | +3.4% | +10.4% | +13.4% |
| 3M | +6.4% | -9.3% | +15.7% | +6.8% |
| 6M | +13.2% | +43.8% | -30.6% | +10.3% |
| YTD | +10.8% | +39.9% | -29.1% | +7.7% |
| 1Y | +20.2% | +89.7% | -69.5% | +14.6% |
| 3Y | +46.5% | +491.3% | -444.8% | +27.5% |
| 5Y | +61.3% | +365.4% | -304.1% | +40.0% |
| All | +324.1% | +325.9% | -1.8% | +251.4% |
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