+44.6%
EOG vs SW
+26.7%
+17.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.4% |
| 7D | -11.1% | +2.3% | -13.4% | -10.8% |
| 30D | +2.7% | +6.8% | -4.1% | +3.7% |
| 3M | +8.8% | -5.2% | +13.9% | +8.2% |
| 6M | +10.8% | +7.4% | +3.4% | +12.1% |
| YTD | +44.6% | +17.4% | +27.2% | +42.9% |
| 1Y | +44.6% | +27.1% | +17.5% | +40.2% |
| All | +44.6% | +26.7% | +17.9% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling