+51.5%
EOSE vs WST
-13.7%
+65.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.5% |
| 7D | +15.0% | -1.7% | +16.6% | +15.2% |
| 30D | +2.5% | -4.3% | +6.8% | +3.2% |
| 3M | -33.7% | +0.7% | -34.5% | -33.8% |
| 6M | -32.7% | +36.0% | -68.8% | -36.3% |
| YTD | -63.8% | +22.7% | -86.5% | -65.2% |
| 1Y | -40.5% | +34.1% | -74.6% | -44.3% |
| All | +51.5% | -13.7% | +65.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling