+137.1%
EOG vs BWA
+94.2%
+42.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +7.6% | +4.3% | +3.3% | +5.8% |
| 30D | +3.4% | -13.0% | +16.4% | +8.9% |
| 3M | +12.7% | -24.8% | +37.5% | +25.0% |
| 6M | +19.0% | -23.5% | +42.5% | +29.0% |
| YTD | +55.6% | +13.8% | +41.7% | +37.5% |
| 1Y | +49.5% | +13.4% | +36.1% | +32.0% |
| 3Y | +43.2% | +62.8% | -19.6% | +1.9% |
| 5Y | +111.8% | +28.5% | +83.4% | +61.3% |
| All | +137.1% | +94.2% | +42.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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