-58.8%
EOSE vs WSM
+448.8%
-507.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +15.0% | +2.6% | +12.3% | +13.4% |
| 30D | +2.5% | -9.3% | +11.8% | +8.6% |
| 3M | -33.7% | +7.1% | -40.8% | -36.3% |
| 6M | -32.7% | +21.7% | -54.5% | -39.9% |
| YTD | -63.8% | +28.7% | -92.5% | -68.7% |
| 1Y | -40.5% | +13.9% | -54.4% | -45.1% |
| 3Y | +50.4% | +232.2% | -181.8% | -38.4% |
| 5Y | -68.6% | +176.4% | -245.0% | -86.9% |
| All | -58.8% | +448.8% | -507.6% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling