+83.8%
WAT vs EOSE
-60.6%
+144.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -1.9% | -6.8% | +5.0% | -1.8% |
| 3M | +13.5% | -36.3% | +49.8% | +14.8% |
| 6M | +37.2% | -38.8% | +76.0% | +38.1% |
| YTD | +7.5% | -65.5% | +73.0% | +9.6% |
| 1Y | +35.0% | -45.3% | +80.3% | +34.0% |
| 3Y | +55.1% | +44.2% | +10.9% | +39.3% |
| 5Y | -2.8% | -69.5% | +66.7% | -17.3% |
| All | +83.8% | -60.6% | +144.4% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling