+27.3%
WAT vs EOSE
-85.5%
+112.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.6% | -11.0% | +1.3% |
| 7D | -1.9% | +9.7% | -11.7% | -2.2% |
| 30D | +6.2% | -34.6% | +40.8% | +6.9% |
| 3M | +18.1% | -50.8% | +68.9% | +19.2% |
| 6M | +54.9% | -66.5% | +121.4% | +56.1% |
| YTD | +23.1% | -81.3% | +104.4% | +23.2% |
| 1Y | +27.3% | -84.8% | +112.1% | +28.0% |
| All | +27.3% | -85.5% | +112.8% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling