+4,042.2%
EOG vs BWA
+2,612.1%
+1,430.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +7.4% | +7.3% | +0.1% | +4.7% |
| 30D | +2.3% | -15.8% | +18.1% | +8.2% |
| 3M | +9.5% | -25.7% | +35.2% | +20.3% |
| 6M | +17.7% | -19.6% | +37.3% | +24.1% |
| YTD | +52.9% | +14.1% | +38.8% | +39.5% |
| 1Y | +47.7% | +12.2% | +35.5% | +35.2% |
| 3Y | +41.1% | +63.8% | -22.7% | +9.5% |
| 5Y | +108.2% | +28.7% | +79.5% | +70.6% |
| 10Y | +136.3% | +95.8% | +40.5% | +63.5% |
| All | +4,042.2% | +2,612.1% | +1,430.1% | +1,486.7% |
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