+221.1%
EOG vs SW
+755.0%
-533.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +1.3% | -5.1% | +6.4% | +1.5% |
| 30D | +8.2% | -4.6% | +12.7% | +8.4% |
| 3M | +3.8% | +9.4% | -5.6% | +3.1% |
| 6M | +15.3% | +3.5% | +11.8% | +14.6% |
| YTD | +41.7% | +22.0% | +19.7% | +39.4% |
| 1Y | +23.6% | +2.2% | +21.3% | +22.6% |
| 3Y | +23.3% | +19.6% | +3.7% | +20.6% |
| 5Y | +170.4% | -2.3% | +172.8% | +163.6% |
| 10Y | +125.5% | +181.4% | -55.8% | +110.8% |
| All | +221.1% | +755.0% | -533.9% | +204.3% |
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