+11.4%
WBD vs EOG
+121.1%
-109.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | +1.5% | -2.2% | -1.2% |
| 30D | +1.4% | +2.9% | -1.5% | +0.5% |
| 3M | +4.4% | +8.7% | -4.3% | +1.5% |
| 6M | +0.8% | +12.9% | -12.1% | -3.5% |
| YTD | -2.7% | +43.8% | -46.5% | -13.7% |
| 1Y | +73.4% | +27.1% | +46.3% | +59.2% |
| 3Y | +142.1% | +25.9% | +116.2% | +122.2% |
| 5Y | +7.2% | +177.9% | -170.7% | -23.5% |
| All | +11.4% | +121.1% | -109.7% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling