+4,256.6%
EOG vs WAB
+4,316.0%
-59.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | +7.6% | +5.1% | +2.5% | +5.7% |
| 30D | +3.4% | +4.0% | -0.6% | +1.7% |
| 3M | +12.7% | +0.1% | +12.6% | +12.1% |
| 6M | +19.0% | +12.8% | +6.2% | +12.7% |
| YTD | +55.6% | +40.1% | +15.5% | +35.4% |
| 1Y | +49.5% | +46.4% | +3.2% | +28.0% |
| 3Y | +43.2% | +167.4% | -124.2% | -2.2% |
| 5Y | +111.8% | +215.0% | -103.2% | +35.2% |
| 10Y | +140.4% | +269.2% | -128.8% | +42.0% |
| All | +4,256.6% | +4,316.0% | -59.4% | +1,409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling