+119.1%
EOG vs W
+142.4%
-23.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | +5.9% | -7.2% | -1.7% |
| 30D | +3.4% | -3.0% | +6.4% | +3.5% |
| 3M | +7.8% | +40.3% | -32.5% | +4.2% |
| 6M | +13.4% | +32.2% | -18.9% | +9.3% |
| YTD | +43.5% | -0.3% | +43.8% | +41.1% |
| 1Y | +29.7% | +16.2% | +13.5% | +25.0% |
| 3Y | +23.2% | +40.7% | -17.5% | +11.5% |
| 5Y | +176.4% | -62.3% | +238.8% | +167.5% |
| 10Y | +119.1% | +162.2% | -43.1% | +31.3% |
| All | +119.1% | +142.4% | -23.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling