+1,328.4%
WDC vs EOSE
+44.0%
+1,284.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -3.9% |
| 7D | +4.4% | +14.0% | -9.6% | +2.5% |
| 30D | +5.3% | -5.9% | +11.2% | +5.6% |
| 3M | -5.9% | -34.3% | +28.3% | -1.4% |
| 6M | +73.2% | -37.8% | +111.0% | +80.4% |
| YTD | +167.8% | -65.2% | +233.0% | +193.5% |
| 1Y | +386.0% | -41.9% | +427.9% | +407.4% |
| All | +1,328.4% | +44.0% | +1,284.4% | +1,107.6% |
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 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