+53.7%
WAT vs EOSE
+49.8%
+3.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.6% |
| 7D | -1.8% | +15.0% | -16.8% | -2.2% |
| 30D | -1.7% | +2.5% | -4.2% | -1.9% |
| 3M | +9.1% | -33.7% | +42.8% | +9.8% |
| 6M | +32.4% | -32.7% | +65.2% | +32.6% |
| YTD | +6.6% | -63.8% | +70.4% | +7.8% |
| 1Y | +34.7% | -40.5% | +75.2% | +33.3% |
| All | +53.7% | +49.8% | +3.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling