-84.8%
EOSE vs NWSA
+18.2%
-103.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.7% | +8.9% | +12.8% |
| 7D | +9.7% | +4.3% | +5.5% | +10.0% |
| 30D | -34.6% | +5.6% | -40.1% | -34.4% |
| 3M | -50.8% | +7.3% | -58.1% | -50.8% |
| 6M | -66.5% | +18.8% | -85.3% | -66.7% |
| YTD | -81.3% | +17.9% | -99.2% | -80.2% |
| 1Y | -84.8% | +19.3% | -104.2% | -84.2% |
| All | -84.8% | +18.2% | -103.1% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling