+31.7%
WEC vs EOSE
-70.2%
+101.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | -1.3% | +14.0% | -15.3% | -1.4% |
| 30D | -0.4% | -5.9% | +5.5% | -0.4% |
| 3M | -6.8% | -34.3% | +27.5% | -6.5% |
| 6M | -6.4% | -37.8% | +31.4% | -6.3% |
| YTD | +2.5% | -65.2% | +67.7% | +3.0% |
| 1Y | -0.4% | -41.9% | +41.5% | -0.8% |
| 3Y | +38.5% | +44.6% | -6.0% | +33.4% |
| 5Y | +31.7% | -69.2% | +100.9% | +15.7% |
| All | +31.7% | -70.2% | +101.9% | +15.7% |
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