+3,738.7%
EOG vs BWA
+3,492.4%
+246.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | +1.3% | +5.7% | -4.4% | -0.7% |
| 30D | +8.2% | +1.4% | +6.8% | +7.4% |
| 3M | +3.8% | -12.1% | +15.9% | +7.5% |
| 6M | +15.3% | +28.6% | -13.2% | +3.0% |
| YTD | +41.7% | +51.1% | -9.4% | +18.0% |
| 1Y | +23.6% | +55.9% | -32.3% | +1.2% |
| 3Y | +23.3% | +70.1% | -46.9% | -5.3% |
| 5Y | +170.4% | +90.7% | +79.7% | +94.0% |
| 10Y | +125.5% | +154.0% | -28.5% | +43.2% |
| All | +3,738.7% | +3,492.4% | +246.4% | +1,242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling