+136.1%
WM vs EOSE
-82.7%
+218.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.8% | +0.3% |
| 7D | +1.2% | -8.4% | +9.6% | +1.2% |
| 30D | +13.7% | -31.0% | +44.6% | +13.7% |
| 3M | +5.2% | -57.0% | +62.3% | +5.3% |
| 6M | +11.2% | -78.3% | +89.5% | +11.5% |
| YTD | +9.4% | -84.8% | +94.2% | +9.8% |
| 1Y | +20.4% | -90.9% | +111.3% | +21.3% |
| 3Y | +44.7% | +35.9% | +8.7% | +39.6% |
| 5Y | +58.5% | -84.1% | +142.5% | +46.7% |
| All | +136.1% | -82.7% | +218.8% | +127.5% |
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