+3.6%
WBD vs EOG
+169.9%
-166.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +4.4% | +8.7% | -4.3% | +1.2% |
| 6M | +0.8% | +12.9% | -12.1% | -4.1% |
| YTD | -2.7% | +43.8% | -46.5% | -15.2% |
| 1Y | +73.4% | +27.1% | +46.3% | +57.4% |
| 3Y | +142.1% | +25.9% | +116.2% | +118.1% |
| All | +3.6% | +169.9% | -166.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling