+116.9%
WM vs EOSE
-61.3%
+178.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.9% | -12.1% | -1.2% |
| 7D | -0.3% | +19.0% | -19.3% | -0.3% |
| 30D | -2.4% | +1.6% | -3.9% | -2.4% |
| 3M | +0.4% | -52.0% | +52.4% | +0.7% |
| 6M | -9.5% | -42.5% | +33.0% | -9.5% |
| YTD | +0.5% | -66.1% | +66.6% | +0.8% |
| 1Y | -1.1% | -47.1% | +46.0% | -1.6% |
| 3Y | +46.0% | +0.8% | +45.3% | +42.5% |
| 5Y | +51.8% | -71.7% | +123.5% | +39.8% |
| All | +116.9% | -61.3% | +178.2% | +108.8% |
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