+110.0%
EOG vs W
+176.2%
-66.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.7% |
| 7D | +1.3% | -4.2% | +5.5% | +1.5% |
| 30D | +8.2% | -7.6% | +15.7% | +8.7% |
| 3M | +3.8% | +37.2% | -33.3% | +0.5% |
| 6M | +15.3% | +26.3% | -11.0% | +11.7% |
| YTD | +41.7% | -1.0% | +42.7% | +39.4% |
| 1Y | +23.6% | +20.1% | +3.5% | +18.8% |
| 3Y | +23.3% | +37.8% | -14.5% | +12.3% |
| 5Y | +170.4% | -63.7% | +234.1% | +160.7% |
| 10Y | +125.5% | +156.3% | -30.8% | +52.8% |
| All | +110.0% | +176.2% | -66.2% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling