+293.4%
WBD vs EOG
+616.0%
-322.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.3% |
| 30D | +3.9% | +3.4% | +0.5% | +2.7% |
| 3M | +5.1% | +7.8% | -2.8% | +2.1% |
| 6M | +0.6% | +13.4% | -12.8% | -4.3% |
| YTD | -3.2% | +43.5% | -46.6% | -14.9% |
| 1Y | +127.7% | +29.7% | +98.0% | +106.1% |
| 3Y | +146.6% | +23.2% | +123.4% | +126.4% |
| 5Y | +4.2% | +176.4% | -172.2% | -28.8% |
| 10Y | +13.7% | +119.1% | -105.4% | -26.8% |
| All | +293.4% | +616.0% | -322.6% | +63.6% |
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