+222.6%
EOG vs SW
+730.4%
-507.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -10.7% | +4.7% | -15.3% | -10.9% |
| 30D | +1.1% | +5.0% | -3.9% | +0.8% |
| 3M | +8.7% | -7.3% | +16.0% | +9.0% |
| 6M | +4.4% | +15.0% | -10.6% | +3.1% |
| YTD | +42.4% | +18.5% | +23.8% | +40.1% |
| 1Y | +42.1% | +27.1% | +15.0% | +39.3% |
| 3Y | +25.8% | +49.3% | -23.5% | +21.8% |
| 5Y | +93.3% | -1.6% | +94.9% | +88.4% |
| 10Y | +119.1% | +185.4% | -66.3% | +104.9% |
| All | +222.6% | +730.4% | -507.7% | +206.0% |
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