+115.6%
EOG vs WAT
+28.6%
+87.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | +3.4% | +5.4% | -2.0% | +2.6% |
| 3M | +12.7% | +11.3% | +1.4% | +11.1% |
| 6M | +19.0% | +37.4% | -18.4% | +13.8% |
| YTD | +55.6% | +21.2% | +34.4% | +51.0% |
| 1Y | +49.5% | +21.3% | +28.2% | +45.0% |
| 3Y | +43.2% | +83.4% | -40.2% | +25.8% |
| All | +115.6% | +28.6% | +87.0% | +95.0% |
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