+123.9%
EOG vs W
+217.9%
-93.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +4.6% | -7.4% | +12.0% | +5.1% |
| 30D | +2.9% | +7.8% | -5.0% | +2.1% |
| 3M | +8.0% | +10.9% | -2.9% | +6.9% |
| 6M | +17.0% | +86.4% | -69.4% | +10.3% |
| YTD | +51.1% | +14.0% | +37.1% | +46.9% |
| 1Y | +45.1% | +3.5% | +41.6% | +42.0% |
| 3Y | +39.4% | +164.8% | -125.3% | +20.7% |
| 5Y | +105.6% | -53.1% | +158.7% | +93.7% |
| 10Y | +133.5% | +220.4% | -87.0% | +55.5% |
| All | +123.9% | +217.9% | -93.9% | +48.2% |
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