+385.0%
WELL vs EOSE
-60.6%
+445.6%
-40.8%
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 | -0.2% | +1.8% | -2.0% | -0.3% |
| 30D | +2.3% | -6.8% | +9.2% | +2.4% |
| 3M | +12.3% | -36.3% | +48.6% | +12.7% |
| 6M | +15.6% | -38.8% | +54.3% | +15.7% |
| YTD | +28.3% | -65.5% | +93.8% | +29.1% |
| 1Y | +41.9% | -45.3% | +87.2% | +41.1% |
| 3Y | +198.3% | +44.2% | +154.2% | +185.8% |
| 5Y | +206.4% | -69.5% | +275.9% | +176.3% |
| All | +385.0% | -60.6% | +445.6% | +396.6% |
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