+119.0%
EOG vs WAB
+292.7%
-173.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +2.8% | -5.9% | +8.7% | +5.9% |
| 3M | +5.9% | +9.4% | -3.5% | 0.0% |
| 6M | +17.1% | +13.8% | +3.2% | +6.6% |
| YTD | +43.9% | +31.8% | +12.2% | +20.8% |
| 1Y | +26.9% | +48.5% | -21.6% | -0.9% |
| 3Y | +23.6% | +167.0% | -143.4% | -32.5% |
| 5Y | +178.1% | +222.3% | -44.2% | +33.1% |
| All | +119.0% | +292.7% | -173.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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