+1,631.5%
WDC vs EOSE
-58.6%
+1,690.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.4% |
| 7D | +7.5% | +15.0% | -7.5% | +5.9% |
| 30D | +10.1% | +2.5% | +7.6% | +9.3% |
| 3M | -6.8% | -33.7% | +26.9% | -3.5% |
| 6M | +84.1% | -32.7% | +116.9% | +88.5% |
| YTD | +180.3% | -63.8% | +244.0% | +199.7% |
| 1Y | +411.1% | -40.5% | +451.6% | +422.3% |
| 3Y | +1,375.0% | +50.4% | +1,324.6% | +1,209.8% |
| 5Y | +991.6% | -68.6% | +1,060.1% | +809.9% |
| All | +1,631.5% | -58.6% | +1,690.1% | +1,481.1% |
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