+111.4%
EOG vs SW
+147.8%
-36.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +1.3% | -5.1% | +6.4% | +1.8% |
| 30D | +8.2% | -4.6% | +12.7% | +8.6% |
| 3M | +3.8% | +9.4% | -5.6% | +2.3% |
| 6M | +15.3% | +3.5% | +11.8% | +13.9% |
| YTD | +41.7% | +22.0% | +19.7% | +37.0% |
| 1Y | +23.6% | +2.2% | +21.3% | +21.7% |
| 3Y | +23.3% | +19.6% | +3.7% | +17.5% |
| 5Y | +170.4% | -2.3% | +172.8% | +157.1% |
| All | +111.4% | +147.8% | -36.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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