+115.6%
EOG vs WING
+0.4%
+115.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +7.6% | -2.5% | +10.1% | +7.6% |
| 30D | +3.4% | +29.5% | -26.2% | +3.4% |
| 3M | +12.7% | +40.2% | -27.5% | +12.7% |
| 6M | +19.0% | +32.7% | -13.7% | +18.7% |
| YTD | +55.6% | -32.8% | +88.4% | +56.6% |
| 1Y | +49.5% | -31.7% | +81.3% | +50.3% |
| 3Y | +43.2% | -24.7% | +67.9% | +40.2% |
| All | +115.6% | +0.4% | +115.2% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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