+59.7%
WM vs EAT
+361.6%
-301.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | +1.2% | -2.6% | +3.8% | +1.3% |
| 30D | +13.1% | +11.5% | +1.6% | +12.6% |
| 3M | +3.6% | -9.1% | +12.7% | +3.9% |
| 6M | +8.1% | +40.4% | -32.3% | +6.6% |
| YTD | +8.9% | +43.9% | -35.0% | +7.1% |
| 1Y | +20.3% | +101.9% | -81.6% | +16.7% |
| 3Y | +46.2% | +489.9% | -443.7% | +34.7% |
| All | +59.7% | +361.6% | -301.9% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling