-60.4%
EOSE vs WST
+27.7%
-88.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.0% | -4.6% |
| 7D | +14.0% | +0.4% | +13.6% | +13.7% |
| 30D | -5.9% | -2.0% | -3.9% | -5.3% |
| 3M | -34.3% | +4.1% | -38.4% | -35.3% |
| 6M | -37.8% | +47.4% | -85.2% | -46.6% |
| YTD | -65.2% | +25.4% | -90.6% | -68.5% |
| 1Y | -41.9% | +35.3% | -77.2% | -49.8% |
| 3Y | +44.6% | -11.7% | +56.3% | +37.3% |
| 5Y | -69.2% | -24.0% | -45.2% | -70.9% |
| All | -60.4% | +27.7% | -88.1% | -67.7% |
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