-58.8%
EOSE vs WPM
+256.1%
-314.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.1% |
| 7D | +15.0% | +3.9% | +11.1% | +12.2% |
| 30D | +2.5% | +17.7% | -15.2% | -6.9% |
| 3M | -33.7% | +39.4% | -73.1% | -45.4% |
| 6M | -32.7% | +6.4% | -39.2% | -35.2% |
| YTD | -63.8% | +34.0% | -97.8% | -69.7% |
| 1Y | -40.5% | +50.5% | -91.1% | -53.5% |
| 3Y | +50.4% | +280.3% | -229.9% | -25.4% |
| 5Y | -68.6% | +266.3% | -334.9% | -84.9% |
| All | -58.8% | +256.1% | -314.9% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling