-60.8%
EOSE vs WSM
+445.7%
-506.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | -6.8% | -7.7% | +0.9% | -2.2% |
| 3M | -36.3% | +3.8% | -40.1% | -37.6% |
| 6M | -38.8% | +22.7% | -61.4% | -45.5% |
| YTD | -65.5% | +28.0% | -93.5% | -70.1% |
| 1Y | -45.3% | +12.7% | -58.0% | -49.2% |
| 3Y | +44.2% | +231.3% | -187.1% | -40.9% |
| 5Y | -69.5% | +177.2% | -246.7% | -87.3% |
| All | -60.8% | +445.7% | -506.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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