-58.8%
EOSE vs BWA
+128.5%
-187.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.6% |
| 7D | +15.0% | +0.1% | +14.8% | +14.9% |
| 30D | +2.5% | -5.6% | +8.0% | +6.7% |
| 3M | -33.7% | -10.7% | -23.0% | -29.1% |
| 6M | -32.7% | +23.2% | -55.9% | -40.0% |
| YTD | -63.8% | +46.0% | -109.8% | -71.8% |
| 1Y | -40.5% | +51.2% | -91.7% | -55.0% |
| 3Y | +50.4% | +69.6% | -19.2% | +1.1% |
| 5Y | -68.6% | +86.6% | -155.1% | -81.5% |
| All | -58.8% | +128.5% | -187.3% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling