+147.5%
WMT vs EOSE
-60.6%
+208.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | -7.4% | -6.8% | -0.6% | -7.4% |
| 3M | -10.9% | -36.3% | +25.4% | -10.5% |
| 6M | -12.7% | -38.8% | +26.1% | -12.6% |
| YTD | -3.2% | -65.5% | +62.3% | -2.4% |
| 1Y | +5.3% | -45.3% | +50.6% | +4.9% |
| 3Y | +101.9% | +44.2% | +57.7% | +94.5% |
| 5Y | +134.6% | -69.5% | +204.1% | +126.4% |
| All | +147.5% | -60.6% | +208.1% | +143.3% |
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