+84.2%
WAT vs EOSE
-61.3%
+145.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.9% | -1.4% |
| 7D | -1.3% | +19.0% | -20.3% | -2.0% |
| 30D | +2.3% | +1.6% | +0.8% | +2.1% |
| 3M | +8.7% | -52.0% | +60.7% | +11.2% |
| 6M | +28.3% | -42.5% | +70.8% | +29.5% |
| YTD | +7.8% | -66.1% | +73.9% | +10.0% |
| 1Y | +36.6% | -47.1% | +83.7% | +35.8% |
| 3Y | +45.7% | +0.8% | +44.9% | +32.8% |
| 5Y | -3.3% | -71.7% | +68.3% | -17.6% |
| All | +84.2% | -61.3% | +145.5% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling