+176.4%
EOG vs WAB
+224.0%
-47.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +3.4% | -4.6% | +7.9% | +5.0% |
| 3M | +7.8% | +5.6% | +2.2% | +4.8% |
| 6M | +13.4% | +13.8% | -0.5% | +5.7% |
| YTD | +43.5% | +31.9% | +11.6% | +24.9% |
| 1Y | +29.7% | +48.3% | -18.6% | +6.5% |
| 3Y | +23.2% | +167.1% | -144.0% | -26.1% |
| 5Y | +176.4% | +222.9% | -46.5% | +45.1% |
| All | +176.4% | +224.0% | -47.6% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling