+92.5%
EOG vs SW
-2.6%
+95.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.6% |
| 7D | -11.1% | +2.3% | -13.4% | -11.3% |
| 30D | +2.7% | +6.8% | -4.1% | +2.2% |
| 3M | +8.8% | -5.2% | +13.9% | +9.0% |
| 6M | +10.8% | +7.4% | +3.4% | +9.5% |
| YTD | +44.6% | +17.4% | +27.2% | +41.0% |
| 1Y | +44.6% | +27.1% | +17.5% | +39.8% |
| 3Y | +29.5% | +47.9% | -18.4% | +23.3% |
| All | +92.5% | -2.6% | +95.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling