+46.0%
WM vs EAT
+611.4%
-565.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | +1.9% | -4.3% | -2.4% |
| 3M | +0.4% | +68.7% | -68.2% | -1.1% |
| 6M | -9.5% | +66.9% | -76.4% | -10.9% |
| YTD | +0.5% | +60.4% | -59.9% | -1.1% |
| 1Y | -1.1% | +44.0% | -45.1% | -2.3% |
| All | +46.0% | +611.4% | -565.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling