-84.8%
EOSE vs WOLF
-3.0%
-81.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.7% | +11.0% | +11.9% |
| 7D | +9.7% | -14.5% | +24.2% | +17.2% |
| 30D | -34.6% | -32.0% | -2.5% | -22.5% |
| 3M | -50.8% | -15.8% | -35.0% | -48.0% |
| 6M | -66.5% | -36.6% | -29.9% | -62.3% |
| YTD | -81.3% | +30.9% | -112.2% | -84.1% |
| 1Y | -84.8% | +4.1% | -88.9% | -87.1% |
| All | -84.8% | -3.0% | -81.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling