-2.9%
EOSE vs WETO
-99.4%
+96.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.1% |
| 7D | +1.8% | -4.3% | +6.1% | +1.7% |
| 30D | -6.8% | -39.9% | +33.1% | -4.4% |
| 3M | -36.3% | -97.9% | +61.6% | -30.6% |
| 6M | -38.8% | -95.0% | +56.3% | -31.4% |
| YTD | -65.5% | -97.2% | +31.6% | -63.3% |
| 1Y | -45.3% | -98.9% | +53.6% | -47.0% |
| All | -2.9% | -99.4% | +96.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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