-60.8%
EOSE vs WY
+0.2%
-61.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +1.8% | -4.2% | +6.0% | +5.1% |
| 30D | -6.8% | -10.1% | +3.2% | +0.9% |
| 3M | -36.3% | -8.5% | -27.8% | -33.5% |
| 6M | -38.8% | -3.3% | -35.4% | -39.5% |
| YTD | -65.5% | -4.4% | -61.1% | -65.9% |
| 1Y | -45.3% | -11.5% | -33.8% | -42.6% |
| 3Y | +44.2% | -24.3% | +68.5% | +70.6% |
| 5Y | -69.5% | -21.3% | -48.2% | -59.2% |
| All | -60.8% | +0.2% | -61.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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