-57.3%
EOSE vs WCC
+784.7%
-842.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.5% | +8.3% | +9.4% |
| 7D | +41.4% | +8.5% | +33.0% | +35.2% |
| 30D | +3.6% | -1.0% | +4.6% | +4.7% |
| 3M | -35.7% | +2.1% | -37.8% | -35.8% |
| 6M | -29.9% | +36.8% | -66.7% | -40.1% |
| YTD | -62.5% | +47.7% | -110.2% | -69.0% |
| 1Y | -37.4% | +66.5% | -103.9% | -51.3% |
| 3Y | +55.8% | +134.2% | -78.4% | -6.2% |
| 5Y | -67.8% | +231.6% | -299.5% | -84.1% |
| All | -57.3% | +784.7% | -842.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling