+119.0%
EOG vs WAT
+166.5%
-47.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +1.0% | -2.9% | +3.9% | +1.8% |
| 30D | +2.8% | -3.2% | +6.1% | +3.6% |
| 3M | +5.9% | +10.6% | -4.7% | +2.7% |
| 6M | +17.1% | +34.0% | -17.0% | +6.5% |
| YTD | +43.9% | +5.7% | +38.2% | +39.4% |
| 1Y | +26.9% | +37.1% | -10.2% | +13.1% |
| 3Y | +23.6% | +52.4% | -28.8% | +1.0% |
| 5Y | +178.1% | -4.4% | +182.5% | +166.2% |
| All | +119.0% | +166.5% | -47.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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