-60.8%
EOSE vs WING
+8.8%
-69.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -3.2% |
| 7D | +1.8% | +7.2% | -5.4% | -0.9% |
| 30D | -6.8% | +4.8% | -11.6% | -9.0% |
| 3M | -36.3% | -23.7% | -12.6% | -31.3% |
| 6M | -38.8% | -43.6% | +4.8% | -26.3% |
| YTD | -65.5% | -50.6% | -15.0% | -57.5% |
| 1Y | -45.3% | -57.0% | +11.7% | -29.9% |
| 3Y | +44.2% | -28.3% | +72.4% | +13.3% |
| 5Y | -69.5% | -32.4% | -37.1% | -80.0% |
| All | -60.8% | +8.8% | -69.6% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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