+32.8%
WAT vs EOSE
-41.4%
+74.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | -2.9% | +14.0% | -16.9% | -3.2% |
| 30D | -3.2% | -5.9% | +2.7% | -3.3% |
| 3M | +10.6% | -34.3% | +44.9% | +10.8% |
| 6M | +34.0% | -37.8% | +71.8% | +34.0% |
| YTD | +5.7% | -65.2% | +70.9% | +5.7% |
| All | +32.8% | -41.4% | +74.2% | +32.5% |
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