+127.0%
EOG vs WST
+446.4%
-319.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | +2.9% | +12.7% | -9.8% | +1.6% |
| 3M | +7.2% | +17.2% | -9.9% | +5.4% |
| 6M | +18.2% | +26.7% | -8.5% | +14.9% |
| YTD | +48.9% | +50.3% | -1.4% | +41.5% |
| 1Y | +46.7% | +50.2% | -3.5% | +39.3% |
| 3Y | +37.4% | +21.7% | +15.7% | +29.2% |
| 5Y | +103.9% | +2.0% | +101.9% | +93.1% |
| 10Y | +127.0% | +451.1% | -324.1% | +49.2% |
| All | +127.0% | +446.4% | -319.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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