+916.1%
WDC vs EOSE
-70.0%
+986.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -4.3% | +1.8% | -6.1% | -4.5% |
| 30D | -1.5% | -6.8% | +5.3% | -1.2% |
| 3M | -15.5% | -36.3% | +20.8% | -11.8% |
| 6M | +66.5% | -38.8% | +105.2% | +72.5% |
| YTD | +159.9% | -65.5% | +225.4% | +181.4% |
| 1Y | +366.0% | -45.3% | +411.2% | +380.9% |
| 3Y | +1,285.8% | +44.2% | +1,241.7% | +1,118.7% |
| All | +916.1% | -70.0% | +986.1% | +798.5% |
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