-60.8%
EOSE vs BWA
+133.4%
-194.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.9% |
| 7D | +1.8% | -1.3% | +3.1% | +2.5% |
| 30D | -6.8% | -2.9% | -3.9% | -4.6% |
| 3M | -36.3% | -10.7% | -25.6% | -31.9% |
| 6M | -38.8% | +26.5% | -65.2% | -46.3% |
| YTD | -65.5% | +49.1% | -114.6% | -73.5% |
| 1Y | -45.3% | +52.1% | -97.3% | -58.7% |
| 3Y | +44.2% | +72.6% | -28.4% | -4.1% |
| 5Y | -69.5% | +89.4% | -158.9% | -82.3% |
| All | -60.8% | +133.4% | -194.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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