+29.5%
EOG vs SW
+39.0%
-9.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.6% |
| 7D | -11.1% | +2.3% | -13.4% | -11.2% |
| 30D | +2.7% | +6.8% | -4.1% | +2.3% |
| 3M | +8.8% | -5.2% | +13.9% | +9.0% |
| 6M | +10.8% | +7.4% | +3.4% | +9.3% |
| YTD | +44.6% | +17.4% | +27.2% | +39.9% |
| 1Y | +44.6% | +27.1% | +17.5% | +38.0% |
| 3Y | +29.5% | +47.9% | -18.4% | +22.6% |
| All | +29.5% | +39.0% | -9.5% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling