+164.9%
WAB vs EOSE
+44.0%
+120.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.1% |
| 7D | -0.2% | +14.0% | -14.2% | -0.7% |
| 30D | -5.9% | -5.9% | 0.0% | -5.8% |
| 3M | +9.4% | -34.3% | +43.6% | +10.6% |
| 6M | +13.8% | -37.8% | +51.6% | +14.6% |
| YTD | +31.8% | -65.2% | +96.9% | +34.3% |
| 1Y | +48.5% | -41.9% | +90.4% | +48.0% |
| All | +164.9% | +44.0% | +120.9% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling