+26.6%
WEC vs EOSE
-57.1%
+83.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.8% | +1.0% |
| 7D | +0.8% | +41.4% | -40.6% | +0.8% |
| 30D | +0.3% | +3.6% | -3.3% | +0.3% |
| 3M | -2.9% | -35.7% | +32.8% | -2.8% |
| 6M | -5.9% | -29.9% | +23.9% | -5.9% |
| YTD | +4.1% | -62.5% | +66.6% | +4.3% |
| 1Y | +3.1% | -37.4% | +40.5% | +3.0% |
| 3Y | +40.8% | +55.8% | -15.0% | +38.9% |
| 5Y | +31.7% | -67.8% | +99.5% | +21.1% |
| All | +26.6% | -57.1% | +83.8% | +21.8% |
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