-60.8%
EOSE vs WCN
+66.9%
-127.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.8% | -3.1% | +4.9% | +3.1% |
| 30D | -6.8% | -3.4% | -3.5% | -5.6% |
| 3M | -36.3% | +3.0% | -39.3% | -38.5% |
| 6M | -38.8% | -3.8% | -35.0% | -39.0% |
| YTD | -65.5% | -8.3% | -57.2% | -65.0% |
| 1Y | -45.3% | -9.7% | -35.5% | -44.4% |
| 3Y | +44.2% | +17.2% | +27.0% | +14.2% |
| 5Y | -69.5% | +25.3% | -94.8% | -77.7% |
| All | -60.8% | +66.9% | -127.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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