+222.3%
WAB vs EOSE
-70.0%
+292.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +0.1% | +1.8% | -1.7% | 0.0% |
| 30D | -4.1% | -6.8% | +2.8% | -4.0% |
| 3M | +8.2% | -36.3% | +44.5% | +9.9% |
| 6M | +15.4% | -38.8% | +54.2% | +16.5% |
| YTD | +33.1% | -65.5% | +98.7% | +36.7% |
| 1Y | +48.1% | -45.3% | +93.4% | +47.3% |
| 3Y | +167.7% | +44.2% | +123.6% | +140.2% |
| All | +222.3% | -70.0% | +292.3% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling