-61.5%
EOSE vs WST
+26.1%
-87.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.8% | +11.7% | +11.1% |
| 7D | +19.0% | +0.7% | +18.3% | +18.8% |
| 30D | +1.6% | -3.1% | +4.7% | +2.7% |
| 3M | -52.0% | +7.2% | -59.2% | -53.3% |
| 6M | -42.5% | +36.8% | -79.3% | -49.4% |
| YTD | -66.1% | +23.8% | -90.0% | -69.3% |
| 1Y | -47.1% | +37.8% | -84.9% | -54.7% |
| 3Y | +0.8% | -15.9% | +16.7% | -1.3% |
| 5Y | -71.7% | -25.8% | -45.8% | -73.1% |
| All | -61.5% | +26.1% | -87.6% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling