+25.6%
EOG vs BWA
+67.1%
-41.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +3.4% | -5.6% | +8.9% | +4.0% |
| 3M | +7.8% | -10.7% | +18.5% | +9.3% |
| 6M | +13.4% | +23.2% | -9.8% | +8.5% |
| YTD | +43.5% | +46.0% | -2.5% | +31.4% |
| 1Y | +29.7% | +51.2% | -21.5% | +17.6% |
| All | +25.6% | +67.1% | -41.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling