+43.2%
EOG vs WAB
+168.8%
-125.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +7.6% | +5.1% | +2.5% | +6.6% |
| 30D | +3.4% | +4.0% | -0.6% | +2.5% |
| 3M | +12.7% | +0.1% | +12.6% | +12.6% |
| 6M | +19.0% | +12.8% | +6.2% | +15.0% |
| YTD | +55.6% | +40.1% | +15.5% | +37.9% |
| 1Y | +49.5% | +46.4% | +3.2% | +30.2% |
| 3Y | +43.2% | +167.4% | -124.2% | +0.3% |
| All | +43.2% | +168.8% | -125.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling