-58.8%
EOSE vs NWSA
+134.4%
-193.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | +15.0% | -3.1% | +18.0% | +17.3% |
| 30D | +2.5% | +4.3% | -1.8% | -1.4% |
| 3M | -33.7% | +9.2% | -42.9% | -39.7% |
| 6M | -32.7% | +21.6% | -54.3% | -44.3% |
| YTD | -63.8% | +14.2% | -78.0% | -69.3% |
| 1Y | -40.5% | +1.8% | -42.3% | -44.2% |
| 3Y | +50.4% | +44.4% | +5.9% | +2.0% |
| 5Y | -68.6% | +41.0% | -109.5% | -79.2% |
| All | -58.8% | +134.4% | -193.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling