+227.5%
EOG vs SW
+743.1%
-515.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -5.4% |
| 7D | -8.6% | +12.1% | -20.7% | -9.1% |
| 30D | +2.8% | +6.6% | -3.8% | +2.4% |
| 3M | +3.2% | -6.0% | +9.2% | +3.4% |
| 6M | +5.3% | +21.5% | -16.1% | +3.8% |
| YTD | +44.5% | +20.3% | +24.2% | +42.1% |
| 1Y | +44.2% | +28.1% | +16.0% | +41.2% |
| 3Y | +27.7% | +51.6% | -23.9% | +23.5% |
| 5Y | +105.3% | -0.1% | +105.4% | +100.0% |
| 10Y | +122.3% | +189.7% | -67.4% | +107.8% |
| All | +227.5% | +743.1% | -515.6% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling