-60.8%
EOSE vs WTW
+86.4%
-147.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +1.8% | -5.7% | +7.5% | +3.8% |
| 30D | -6.8% | -7.3% | +0.4% | -4.7% |
| 3M | -36.3% | +21.5% | -57.8% | -41.3% |
| 6M | -38.8% | +9.6% | -48.4% | -41.8% |
| YTD | -65.5% | -3.3% | -62.2% | -65.8% |
| 1Y | -45.3% | -6.1% | -39.2% | -44.8% |
| 3Y | +44.2% | +61.8% | -17.7% | -4.9% |
| 5Y | -69.5% | +42.7% | -112.2% | -78.9% |
| All | -60.8% | +86.4% | -147.2% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling