+33.5%
WBD vs EOSE
-60.2%
+93.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | -0.6% | +14.0% | -14.6% | -1.5% |
| 30D | +4.2% | -5.9% | +10.1% | +4.2% |
| 3M | +7.5% | -34.3% | +41.8% | +9.5% |
| 6M | +1.6% | -37.8% | +39.3% | +2.6% |
| YTD | -2.2% | -65.2% | +63.0% | +1.4% |
| 1Y | +124.9% | -41.9% | +166.8% | +121.9% |
| 3Y | +149.1% | +44.6% | +104.6% | +114.0% |
| 5Y | +7.8% | -69.2% | +77.0% | -11.6% |
| All | +33.5% | -60.2% | +93.7% | +7.6% |
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