+20.8%
WM vs EOSE
-85.5%
+106.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.6% | -11.0% | +2.3% |
| 7D | +5.9% | +9.7% | -3.8% | +6.5% |
| 30D | +15.4% | -34.6% | +50.0% | +13.3% |
| 3M | +6.3% | -50.8% | +57.2% | +3.3% |
| 6M | +5.6% | -66.5% | +72.0% | +1.5% |
| YTD | +9.9% | -81.3% | +91.3% | +5.4% |
| 1Y | +20.8% | -84.8% | +105.6% | +15.4% |
| All | +20.8% | -85.5% | +106.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling