+370.3%
WAB vs EOSE
-58.6%
+428.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | +0.2% | +15.0% | -14.7% | -0.5% |
| 30D | -4.6% | +2.5% | -7.0% | -4.9% |
| 3M | +5.6% | -33.7% | +39.3% | +7.1% |
| 6M | +13.8% | -32.7% | +46.5% | +14.3% |
| YTD | +31.9% | -63.8% | +95.6% | +35.0% |
| 1Y | +48.3% | -40.5% | +88.8% | +46.9% |
| 3Y | +167.1% | +50.4% | +116.8% | +139.6% |
| 5Y | +222.9% | -68.6% | +291.4% | +182.4% |
| All | +370.3% | -58.6% | +428.9% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling