+119.0%
EOG vs WST
+341.6%
-222.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | +2.8% | -2.0% | +4.9% | +3.1% |
| 3M | +5.9% | +4.1% | +1.8% | +5.3% |
| 6M | +17.1% | +47.4% | -30.4% | +11.5% |
| YTD | +43.9% | +25.4% | +18.5% | +39.5% |
| 1Y | +26.9% | +35.3% | -8.4% | +21.7% |
| 3Y | +23.6% | -11.7% | +35.2% | +21.3% |
| 5Y | +178.1% | -24.0% | +202.1% | +174.4% |
| All | +119.0% | +341.6% | -222.6% | +36.5% |
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