+176.4%
EOG vs WAT
-4.9%
+181.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +3.4% | -1.7% | +5.1% | +3.5% |
| 3M | +7.8% | +9.1% | -1.2% | +6.5% |
| 6M | +13.4% | +32.4% | -19.1% | +8.5% |
| YTD | +43.5% | +6.6% | +36.9% | +41.7% |
| 1Y | +29.7% | +34.7% | -5.0% | +22.7% |
| 3Y | +23.2% | +53.6% | -30.4% | +12.0% |
| 5Y | +176.4% | -4.1% | +180.5% | +155.3% |
| All | +176.4% | -4.9% | +181.3% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling