+29,154.7%
WM vs EAT
+10,748.9%
+18,405.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +1.5% |
| 7D | +4.5% | -3.3% | +7.8% | +4.8% |
| 30D | +16.1% | +11.7% | +4.4% | +14.4% |
| 3M | +8.0% | -5.9% | +13.9% | +8.3% |
| 6M | +8.4% | +46.7% | -38.3% | +3.1% |
| YTD | +11.2% | +48.2% | -37.0% | +5.0% |
| 1Y | +22.3% | +105.4% | -83.1% | +11.1% |
| 3Y | +50.2% | +502.8% | -452.5% | +17.2% |
| 5Y | +63.3% | +376.3% | -313.0% | +26.9% |
| 10Y | +355.0% | +400.0% | -45.0% | +217.4% |
| All | +29,154.7% | +10,748.9% | +18,405.8% | +13,966.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling