-45.3%
EOSE vs WSM
+12.7%
-58.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.9% |
| 7D | +1.8% | -0.5% | +2.3% | +2.3% |
| 30D | -6.8% | -7.7% | +0.9% | -0.7% |
| 3M | -36.3% | +3.8% | -40.1% | -37.6% |
| 6M | -38.8% | +22.7% | -61.4% | -47.7% |
| YTD | -65.5% | +28.0% | -93.5% | -71.9% |
| 1Y | -45.3% | +12.7% | -58.0% | -56.6% |
| All | -45.3% | +12.7% | -58.0% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling