-60.4%
EOSE vs WY
-0.1%
-60.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -1.8% |
| 7D | +14.0% | -3.7% | +17.7% | +17.3% |
| 30D | -5.9% | -11.3% | +5.4% | +3.0% |
| 3M | -34.3% | -8.1% | -26.1% | -31.6% |
| 6M | -37.8% | -7.4% | -30.3% | -36.3% |
| YTD | -65.2% | -4.7% | -60.5% | -65.5% |
| 1Y | -41.9% | -9.2% | -32.7% | -40.5% |
| 3Y | +44.6% | -24.7% | +69.3% | +71.8% |
| 5Y | -69.2% | -21.6% | -47.6% | -58.6% |
| All | -60.4% | -0.1% | -60.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling