-69.6%
EOSE vs WTW
+42.0%
-111.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.8% | -5.7% | +7.5% | +4.7% |
| 30D | -6.8% | -7.3% | +0.4% | -3.7% |
| 3M | -36.3% | +21.5% | -57.8% | -43.6% |
| 6M | -38.8% | +9.6% | -48.4% | -43.3% |
| YTD | -65.5% | -3.3% | -62.2% | -66.2% |
| 1Y | -45.3% | -6.1% | -39.2% | -44.9% |
| 3Y | +44.2% | +61.8% | -17.7% | -30.1% |
| All | -69.6% | +42.0% | -111.6% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling