+119.0%
EOG vs BBWI
-57.7%
+176.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +1.0% | -8.0% | +9.0% | +2.5% |
| 30D | +2.8% | -6.6% | +9.5% | +3.7% |
| 3M | +5.9% | -2.7% | +8.6% | +5.2% |
| 6M | +17.1% | -12.8% | +29.8% | +17.2% |
| YTD | +43.9% | -10.5% | +54.4% | +42.4% |
| 1Y | +26.9% | -35.3% | +62.2% | +32.5% |
| 3Y | +23.6% | -47.7% | +71.3% | +28.4% |
| 5Y | +178.1% | -68.9% | +247.0% | +210.9% |
| All | +119.0% | -57.7% | +176.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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