-60.8%
EOSE vs WU
-45.8%
-15.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +1.8% | -3.5% | +5.3% | +3.2% |
| 30D | -6.8% | -2.9% | -3.9% | -5.8% |
| 3M | -36.3% | -2.3% | -34.0% | -36.7% |
| 6M | -38.8% | -25.4% | -13.4% | -31.9% |
| YTD | -65.5% | -21.2% | -44.3% | -62.7% |
| 1Y | -45.3% | -8.9% | -36.4% | -45.0% |
| 3Y | +44.2% | -29.0% | +73.1% | +56.2% |
| 5Y | -69.5% | -50.7% | -18.8% | -64.9% |
| All | -60.8% | -45.8% | -15.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling