+142.5%
WM vs EOSE
-81.0%
+223.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.1% |
| 7D | +3.2% | +9.8% | -6.6% | +3.2% |
| 30D | +13.0% | -2.1% | +15.1% | +13.0% |
| 3M | +9.2% | -54.1% | +63.3% | +9.3% |
| 6M | +13.6% | -76.9% | +90.6% | +14.0% |
| YTD | +12.4% | -83.3% | +95.7% | +12.8% |
| 1Y | +21.2% | -87.4% | +108.7% | +21.9% |
| 3Y | +48.7% | +61.9% | -13.2% | +43.3% |
| 5Y | +61.9% | -82.1% | +144.0% | +50.0% |
| All | +142.5% | -81.0% | +223.5% | +133.6% |
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