-84.8%
EOSE vs WTW
+8.6%
-93.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.7% | +13.4% |
| 7D | +9.7% | +4.9% | +4.8% | +11.2% |
| 30D | -34.6% | +17.1% | -51.7% | -31.4% |
| 3M | -50.8% | -0.3% | -50.5% | -51.1% |
| 6M | -66.5% | +30.7% | -97.1% | -62.3% |
| YTD | -81.3% | +3.7% | -85.1% | -79.2% |
| 1Y | -84.8% | +5.9% | -90.7% | -84.2% |
| All | -84.8% | +8.6% | -93.4% | -84.2% |
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