+137.1%
EOG vs WST
+456.5%
-319.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +7.6% | +4.2% | +3.4% | +7.1% |
| 30D | +3.4% | +11.2% | -7.8% | +2.2% |
| 3M | +12.7% | +20.4% | -7.7% | +10.4% |
| 6M | +19.0% | +37.9% | -18.9% | +14.6% |
| YTD | +55.6% | +51.8% | +3.8% | +47.6% |
| 1Y | +49.5% | +56.6% | -7.1% | +41.4% |
| 3Y | +43.2% | +24.2% | +18.9% | +34.2% |
| 5Y | +111.8% | +0.7% | +111.2% | +101.4% |
| All | +137.1% | +456.5% | -319.5% | +57.0% |
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