-4.4%
WAT vs EOSE
-70.2%
+65.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | -2.9% | +14.0% | -16.9% | -3.5% |
| 30D | -3.2% | -5.9% | +2.7% | -3.2% |
| 3M | +10.6% | -34.3% | +44.9% | +11.9% |
| 6M | +34.0% | -37.8% | +71.8% | +34.9% |
| YTD | +5.7% | -65.2% | +70.9% | +8.0% |
| 1Y | +37.1% | -41.9% | +79.0% | +35.5% |
| 3Y | +52.4% | +44.6% | +7.8% | +34.5% |
| 5Y | -4.4% | -69.2% | +64.8% | -21.5% |
| All | -4.4% | -70.2% | +65.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling