-69.6%
EOSE vs WPM
+263.6%
-333.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -2.3% |
| 7D | +1.8% | -0.6% | +2.4% | +2.1% |
| 30D | -6.8% | +14.4% | -21.3% | -14.5% |
| 3M | -36.3% | +37.0% | -73.3% | -47.8% |
| 6M | -38.8% | +4.1% | -42.9% | -40.5% |
| YTD | -65.5% | +31.7% | -97.3% | -71.4% |
| 1Y | -45.3% | +44.2% | -89.5% | -57.2% |
| 3Y | +44.2% | +265.5% | -221.3% | -32.5% |
| All | -69.6% | +263.6% | -333.2% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling