+178.1%
EOG vs W
-63.9%
+242.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +2.8% | -5.6% | +8.4% | +3.0% |
| 3M | +5.9% | +41.9% | -36.0% | +4.0% |
| 6M | +17.1% | +30.2% | -13.2% | +15.0% |
| YTD | +43.9% | -2.9% | +46.9% | +43.3% |
| 1Y | +26.9% | +11.6% | +15.3% | +24.8% |
| 3Y | +23.6% | +37.0% | -13.4% | +15.5% |
| 5Y | +178.1% | -62.8% | +241.0% | +174.9% |
| All | +178.1% | -63.9% | +242.0% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling