-60.8%
EOSE vs WCC
+776.5%
-837.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -3.2% |
| 7D | +1.8% | +1.5% | +0.3% | +1.0% |
| 30D | -6.8% | -2.1% | -4.7% | -5.2% |
| 3M | -36.3% | +3.8% | -40.1% | -36.9% |
| 6M | -38.8% | +35.0% | -73.7% | -47.3% |
| YTD | -65.5% | +46.4% | -111.9% | -71.4% |
| 1Y | -45.3% | +63.0% | -108.3% | -56.9% |
| 3Y | +44.2% | +133.9% | -89.8% | -13.1% |
| 5Y | -69.5% | +226.5% | -296.0% | -84.9% |
| All | -60.8% | +776.5% | -837.3% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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