-47.1%
EOSE vs WTW
+3.0%
-50.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.1% | +13.0% | +10.2% |
| 7D | +19.0% | -2.6% | +21.6% | +18.0% |
| 30D | +1.6% | -1.0% | +2.6% | +1.3% |
| 3M | -52.0% | +29.9% | -81.9% | -46.6% |
| 6M | -42.5% | +10.7% | -53.2% | -37.9% |
| YTD | -66.1% | +2.6% | -68.7% | -62.4% |
| 1Y | -47.1% | +2.8% | -49.9% | -39.3% |
| All | -47.1% | +3.0% | -50.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling