-82.0%
EOSE vs WST
+52.7%
-134.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.7% | -8.9% |
| 7D | -3.7% | +4.9% | -8.6% | -5.3% |
| 30D | -22.0% | +10.7% | -32.7% | -24.5% |
| 3M | -57.3% | +16.8% | -74.1% | -59.5% |
| 6M | -77.7% | +32.0% | -109.6% | -79.8% |
| YTD | -84.2% | +49.9% | -134.1% | -86.6% |
| 1Y | -89.5% | +50.6% | -140.2% | -91.1% |
| 3Y | +41.4% | +21.4% | +20.0% | +15.1% |
| 5Y | -83.0% | -0.6% | -82.4% | -85.1% |
| All | -82.0% | +52.7% | -134.7% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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