+591.5%
EWT vs EOG
+2,621.4%
-2,029.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +9.4% | +3.4% | +6.0% | +8.4% |
| 3M | +10.9% | +7.8% | +3.0% | +8.0% |
| 6M | +57.9% | +13.4% | +44.6% | +50.9% |
| YTD | +75.9% | +43.5% | +32.4% | +57.6% |
| 1Y | +89.7% | +29.7% | +60.0% | +74.3% |
| 3Y | +200.9% | +23.2% | +177.7% | +175.9% |
| 5Y | +154.5% | +176.4% | -21.9% | +81.0% |
| 10Y | +520.8% | +119.1% | +401.7% | +315.0% |
| All | +591.5% | +2,621.4% | -2,029.9% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 all: compounded portfolio wealth divided by compounded EOG 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…
all analysis · Full analysis span regression · 6 months rolling