-81.0%
EOSE vs WST
+54.6%
-135.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.1% |
| 7D | +9.8% | +4.2% | +5.6% | +8.3% |
| 30D | -2.1% | +11.2% | -13.3% | -5.4% |
| 3M | -54.1% | +20.4% | -74.5% | -56.9% |
| 6M | -76.9% | +37.9% | -114.8% | -79.4% |
| YTD | -83.3% | +51.8% | -135.1% | -85.9% |
| 1Y | -87.4% | +56.6% | -144.1% | -89.5% |
| 3Y | +61.9% | +24.2% | +37.6% | +30.3% |
| 5Y | -82.1% | +0.7% | -82.7% | -84.3% |
| All | -81.0% | +54.6% | -135.6% | -85.5% |
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