+114.3%
WM vs EOSE
-58.6%
+173.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.6% |
| 7D | -1.2% | +15.0% | -16.1% | -1.2% |
| 30D | -4.5% | +2.5% | -7.0% | -4.5% |
| 3M | -2.2% | -33.7% | +31.5% | -2.1% |
| 6M | -11.5% | -32.7% | +21.3% | -11.5% |
| YTD | -0.7% | -63.8% | +63.1% | -0.4% |
| 1Y | +0.3% | -40.5% | +40.9% | -0.2% |
| 3Y | +44.2% | +50.4% | -6.2% | +40.2% |
| 5Y | +51.6% | -68.6% | +120.2% | +39.7% |
| All | +114.3% | -58.6% | +173.0% | +106.4% |
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 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