-68.6%
EOSE vs WST
-27.5%
-41.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | +15.0% | -1.7% | +16.6% | +15.6% |
| 30D | +2.5% | -4.3% | +6.8% | +4.1% |
| 3M | -33.7% | +0.7% | -34.5% | -34.0% |
| 6M | -32.7% | +36.0% | -68.8% | -40.9% |
| YTD | -63.8% | +22.7% | -86.5% | -67.1% |
| 1Y | -40.5% | +34.1% | -74.6% | -48.7% |
| 3Y | +50.4% | -13.6% | +63.9% | +44.0% |
| 5Y | -68.6% | -26.0% | -42.6% | -69.8% |
| All | -68.6% | -27.5% | -41.0% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling