+173.3%
EOG vs WEC
+31.8%
+141.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +7.9% | +0.3% | +7.5% | +7.8% |
| 3M | +4.5% | -2.9% | +7.4% | +5.0% |
| 6M | +12.3% | -5.9% | +18.2% | +13.4% |
| YTD | +41.9% | +4.1% | +37.7% | +40.6% |
| 1Y | +27.8% | +3.1% | +24.7% | +26.8% |
| 3Y | +21.8% | +40.8% | -19.0% | +12.7% |
| All | +173.3% | +31.8% | +141.5% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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