-76.9%
EOSE vs WST
+34.3%
-111.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.7% |
| 7D | +9.8% | +4.2% | +5.6% | +7.3% |
| 30D | -2.1% | +11.2% | -13.3% | -5.6% |
| 3M | -54.1% | +20.4% | -74.5% | -56.7% |
| 6M | -76.9% | +37.9% | -114.8% | -77.4% |
| All | -76.9% | +34.3% | -111.2% | -77.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling