-57.3%
EOSE vs WWD
+335.1%
-392.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.0% | +12.8% | +12.1% |
| 7D | +41.4% | +0.8% | +40.6% | +40.5% |
| 30D | +3.6% | -6.4% | +10.0% | +8.1% |
| 3M | -35.7% | -5.6% | -30.1% | -33.9% |
| 6M | -29.9% | -9.1% | -20.8% | -26.7% |
| YTD | -62.5% | +12.5% | -75.0% | -65.7% |
| 1Y | -37.4% | +41.3% | -78.7% | -50.7% |
| 3Y | +55.8% | +170.2% | -114.4% | -27.2% |
| 5Y | -67.8% | +192.5% | -260.3% | -86.9% |
| All | -57.3% | +335.1% | -392.4% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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