+24.6%
WEC vs EOSE
-60.6%
+85.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.6% | +1.8% | -2.4% | -0.6% |
| 30D | -2.6% | -6.8% | +4.2% | -2.6% |
| 3M | -6.0% | -36.3% | +30.3% | -6.0% |
| 6M | -5.4% | -38.8% | +33.3% | -5.4% |
| YTD | +2.5% | -65.5% | +68.0% | +2.6% |
| 1Y | -0.7% | -45.3% | +44.6% | -0.8% |
| 3Y | +38.7% | +44.2% | -5.4% | +36.9% |
| 5Y | +31.7% | -69.5% | +101.2% | +21.3% |
| All | +24.6% | -60.6% | +85.2% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling